+7.9%
SPFF vs VT
+66.2%
-58.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | -0.3% | +1.0% | -1.3% | -0.7% |
| 3M | -1.8% | +2.4% | -4.2% | -2.8% |
| 6M | +5.8% | +12.0% | -6.2% | +0.7% |
| YTD | +5.1% | +15.3% | -10.2% | -1.2% |
| 1Y | +8.7% | +22.6% | -13.8% | -0.4% |
| 3Y | +27.6% | +74.7% | -47.0% | +0.8% |
| All | +7.9% | +66.2% | -58.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling