+14,839.3%
SPGI vs VFC
+1,360.5%
+13,478.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | +15.3% | +30.7% | -15.5% | +6.9% |
| 3M | +16.5% | +40.6% | -24.1% | +5.6% |
| 6M | +19.8% | +16.5% | +3.4% | +13.1% |
| YTD | -3.2% | +16.2% | -19.4% | -9.5% |
| 1Y | +1.8% | +42.4% | -40.6% | -10.6% |
| 3Y | +30.6% | +48.1% | -17.5% | -1.8% |
| 5Y | +16.0% | -67.8% | +83.8% | +38.3% |
| 10Y | +338.6% | -48.5% | +387.0% | +315.0% |
| All | +14,839.3% | +1,360.5% | +13,478.7% | +5,833.0% |
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