+295.5%
SPGI vs VFC
-69.1%
+364.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +5.4% | -11.9% | +17.4% | +8.2% |
| 3M | +9.0% | -20.2% | +29.2% | +13.3% |
| 6M | +0.8% | -23.0% | +23.8% | +5.1% |
| YTD | -12.6% | -26.2% | +13.7% | -8.3% |
| 1Y | -16.1% | -13.3% | -2.8% | -16.0% |
| 3Y | +19.0% | -25.5% | +44.5% | +10.8% |
| 5Y | +5.1% | -78.1% | +83.2% | +44.3% |
| 10Y | +295.5% | -68.8% | +364.2% | +370.0% |
| All | +295.5% | -69.1% | +364.6% | +370.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling