-12.5%
SPGI vs VFC
-6.8%
-5.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -1.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +8.4% | -11.6% | +20.0% | +9.7% |
| 3M | +11.8% | -18.1% | +29.9% | +13.6% |
| 6M | +5.7% | -27.4% | +33.1% | +8.4% |
| YTD | -9.7% | -24.8% | +15.1% | -7.5% |
| 1Y | -12.5% | -8.2% | -4.2% | -11.1% |
| All | -12.5% | -6.8% | -5.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling