+240.0%
SPOT vs VFC
-25.9%
+265.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.4% |
| 7D | -2.9% | +0.8% | -3.7% | -2.9% |
| 30D | +8.3% | -11.9% | +20.2% | +9.3% |
| 3M | +5.1% | -20.2% | +25.2% | +6.5% |
| 6M | -6.5% | -23.0% | +16.5% | -4.9% |
| YTD | -9.0% | -26.2% | +17.3% | -7.2% |
| 1Y | -26.4% | -13.3% | -13.1% | -25.9% |
| 3Y | +240.0% | -25.5% | +265.5% | +241.6% |
| All | +240.0% | -25.9% | +265.9% | +241.6% |
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