+28.5%
SPFF vs VT
+214.8%
-186.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -0.6% |
| 7D | -2.6% | -4.2% | +1.6% | -0.5% |
| 30D | -4.5% | -5.8% | +1.3% | -1.7% |
| 3M | -7.4% | -5.2% | -2.2% | -5.0% |
| 6M | -6.0% | +0.1% | -6.1% | -6.1% |
| YTD | -2.4% | +8.2% | -10.6% | -6.2% |
| 1Y | +0.7% | +10.1% | -9.4% | -4.0% |
| 3Y | +20.6% | +69.7% | -49.1% | -7.1% |
| 5Y | -0.1% | +53.4% | -53.5% | -19.8% |
| All | +28.5% | +214.8% | -186.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling