+264.0%
SPOT vs VFC
-75.2%
+339.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -3.6% |
| 7D | -0.9% | -1.6% | +0.7% | -0.7% |
| 30D | +12.5% | -11.6% | +24.1% | +15.1% |
| 3M | +9.9% | -18.1% | +28.0% | +13.2% |
| 6M | +1.6% | -27.4% | +28.9% | +6.7% |
| YTD | -6.6% | -24.8% | +18.2% | -2.7% |
| 1Y | -22.9% | -8.2% | -14.7% | -23.6% |
| 3Y | +244.3% | -29.1% | +273.4% | +230.2% |
| 5Y | +117.8% | -79.2% | +197.0% | +198.9% |
| All | +264.0% | -75.2% | +339.2% | +387.8% |
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