+3,029.2%
SPY vs VFC
+701.7%
+2,327.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.7% |
| 7D | +0.1% | +7.7% | -7.6% | -1.9% |
| 30D | -3.3% | +39.2% | -42.5% | -11.8% |
| 3M | -2.4% | +40.3% | -42.7% | -11.4% |
| 6M | +2.6% | +11.4% | -8.8% | -2.0% |
| YTD | +11.2% | +17.5% | -6.3% | +3.8% |
| 1Y | +13.4% | +45.9% | -32.5% | -0.8% |
| 3Y | +79.9% | +47.3% | +32.6% | +37.2% |
| 5Y | +72.2% | -67.2% | +139.4% | +104.7% |
| 10Y | +307.3% | -46.1% | +353.4% | +281.4% |
| All | +3,029.2% | +701.7% | +2,327.5% | +1,144.6% |
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