+29.9%
SPGI vs VFC
+50.0%
-20.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.7% |
| 7D | +1.2% | +1.6% | -0.4% | +1.1% |
| 30D | +15.9% | +25.5% | -9.6% | +13.2% |
| 3M | +12.3% | +41.3% | -29.0% | +8.2% |
| 6M | +23.7% | +22.2% | +1.5% | +20.5% |
| YTD | -3.5% | +16.4% | -20.0% | -5.8% |
| 1Y | +0.4% | +38.4% | -38.0% | -3.7% |
| 3Y | +29.9% | +56.2% | -26.3% | +21.2% |
| All | +29.9% | +50.0% | -20.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling