+319.7%
SPY vs VFC
-69.4%
+389.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | -0.4% | -2.3% | +2.0% | +0.1% |
| 30D | -1.4% | -13.4% | +12.0% | +1.5% |
| 3M | +3.7% | -23.7% | +27.4% | +8.9% |
| 6M | +13.0% | -24.5% | +37.5% | +18.3% |
| YTD | +12.4% | -27.8% | +40.2% | +18.4% |
| 1Y | +18.5% | -13.5% | +32.0% | +18.9% |
| 3Y | +77.6% | -27.1% | +104.7% | +67.2% |
| 5Y | +81.7% | -79.0% | +160.7% | +150.3% |
| 10Y | +319.7% | -68.7% | +388.4% | +408.0% |
| All | +319.7% | -69.4% | +389.0% | +408.0% |
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