+252.8%
SPOT vs VFC
-75.5%
+328.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | 0.0% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | +7.4% | -9.0% | +16.4% | +9.2% |
| 3M | +8.2% | -24.2% | +32.4% | +13.2% |
| 6M | +2.2% | -18.5% | +20.7% | +5.1% |
| YTD | -9.5% | -25.9% | +16.4% | -5.5% |
| 1Y | -23.8% | -13.0% | -10.9% | -23.6% |
| 3Y | +233.5% | -20.3% | +253.8% | +207.5% |
| 5Y | +112.2% | -78.1% | +190.3% | +188.0% |
| All | +252.8% | -75.5% | +328.3% | +374.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling