+304.8%
SPY vs VFC
-46.8%
+351.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | -3.7% | +38.3% | -41.9% | -10.1% |
| 3M | -2.7% | +40.2% | -42.9% | -9.6% |
| 6M | +2.2% | +10.6% | -8.4% | -1.0% |
| YTD | +10.8% | +16.7% | -5.9% | +5.4% |
| 1Y | +11.2% | +45.0% | -33.8% | +0.7% |
| 3Y | +76.5% | +48.8% | +27.7% | +42.4% |
| 5Y | +72.9% | -67.6% | +140.5% | +119.4% |
| 10Y | +304.8% | -47.5% | +352.4% | +345.0% |
| All | +304.8% | -46.8% | +351.6% | +345.0% |
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