+338.6%
SPGI vs VFC
-47.4%
+386.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +15.3% | +30.7% | -15.5% | +8.9% |
| 3M | +16.5% | +40.6% | -24.1% | +8.2% |
| 6M | +19.8% | +16.5% | +3.4% | +14.8% |
| YTD | -3.2% | +16.2% | -19.4% | -7.9% |
| 1Y | +1.8% | +42.4% | -40.6% | -7.6% |
| 3Y | +30.6% | +48.1% | -17.5% | +4.3% |
| 5Y | +16.0% | -67.8% | +83.8% | +48.8% |
| 10Y | +338.6% | -48.5% | +387.0% | +365.1% |
| All | +338.6% | -47.4% | +386.0% | +365.1% |
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 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