-16.1%
SPGI vs VFC
-11.5%
-4.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.0% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | +5.4% | -11.9% | +17.4% | +6.7% |
| 3M | +9.0% | -20.2% | +29.2% | +11.0% |
| 6M | +0.8% | -23.0% | +23.8% | +2.8% |
| YTD | -12.6% | -26.2% | +13.7% | -10.3% |
| 1Y | -16.1% | -13.3% | -2.8% | -14.9% |
| All | -16.1% | -11.5% | -4.7% | -14.9% |
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 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