+347.3%
VBF vs SPY
+3,091.8%
-2,744.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -0.7% | +0.1% | -0.8% | -0.7% |
| 3M | -0.8% | +2.0% | -2.8% | -1.1% |
| 6M | -2.1% | +13.0% | -15.1% | -3.7% |
| YTD | -1.8% | +13.5% | -15.3% | -3.4% |
| 1Y | -0.9% | +20.0% | -20.8% | -3.2% |
| 3Y | +17.2% | +77.2% | -60.0% | +8.6% |
| 5Y | -5.3% | +81.9% | -87.2% | -12.9% |
| 10Y | +30.2% | +314.1% | -283.8% | +8.3% |
| All | +347.3% | +3,091.8% | -2,744.5% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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