+3,094.0%
SPY vs VFC
+412.9%
+2,681.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | +0.1% | -11.6% | +11.7% | +3.4% |
| 3M | +2.0% | -18.1% | +20.1% | +6.6% |
| 6M | +13.0% | -27.4% | +40.4% | +21.2% |
| YTD | +13.5% | -24.8% | +38.4% | +20.1% |
| 1Y | +20.0% | -8.2% | +28.2% | +18.4% |
| 3Y | +77.2% | -29.1% | +106.3% | +64.5% |
| 5Y | +81.9% | -79.2% | +161.0% | +144.8% |
| 10Y | +314.1% | -68.1% | +382.2% | +350.7% |
| All | +3,094.0% | +412.9% | +2,681.2% | +1,339.6% |
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 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