+13,845.6%
SPGI vs VFC
+845.1%
+13,000.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | +8.4% | -11.6% | +20.0% | +12.0% |
| 3M | +11.8% | -18.1% | +29.9% | +16.8% |
| 6M | +5.7% | -27.4% | +33.1% | +13.4% |
| YTD | -9.7% | -24.8% | +15.1% | -4.5% |
| 1Y | -12.5% | -8.2% | -4.2% | -13.8% |
| 3Y | +21.8% | -29.1% | +50.9% | +12.4% |
| 5Y | +8.2% | -79.2% | +87.3% | +45.3% |
| 10Y | +309.5% | -68.1% | +377.6% | +344.5% |
| All | +13,845.6% | +845.1% | +13,000.5% | +6,165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling