+0.8%
SPGI vs VFC
+36.5%
-35.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +14.3% | +24.6% | -10.4% | +11.2% |
| 3M | +14.5% | +38.4% | -23.9% | +10.0% |
| 6M | +17.3% | +15.3% | +2.0% | +14.7% |
| YTD | -4.6% | +12.7% | -17.3% | -6.6% |
| 1Y | +0.8% | +32.7% | -31.9% | -4.2% |
| All | +0.8% | +36.5% | -35.7% | -4.2% |
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