+334.3%
SPGI vs VFC
-44.8%
+379.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | -0.9% | +7.7% | -8.5% | -2.4% |
| 30D | +15.5% | +39.2% | -23.7% | +7.7% |
| 3M | +15.7% | +40.3% | -24.6% | +7.5% |
| 6M | +19.1% | +11.4% | +7.7% | +15.1% |
| YTD | -4.1% | +17.5% | -21.6% | -8.9% |
| 1Y | +1.2% | +45.9% | -44.7% | -8.6% |
| 3Y | +31.6% | +47.3% | -15.7% | +5.4% |
| 5Y | +12.4% | -67.2% | +79.6% | +43.5% |
| 10Y | +334.3% | -46.1% | +380.4% | +359.9% |
| All | +334.3% | -44.8% | +379.1% | +359.9% |
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