-46.1%
VFC vs SPG
+117.3%
-163.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.5% |
| 7D | +7.7% | +5.1% | +2.6% | +5.0% |
| 30D | +39.2% | +16.8% | +22.4% | +28.4% |
| 3M | +40.3% | +5.7% | +34.6% | +36.4% |
| 6M | +11.4% | +17.8% | -6.4% | +2.3% |
| YTD | +17.5% | +30.1% | -12.6% | +2.4% |
| 1Y | +45.9% | +32.8% | +13.1% | +25.9% |
| 3Y | +47.3% | +137.2% | -89.9% | +0.1% |
| 5Y | -67.2% | +81.5% | -148.7% | -75.3% |
| 10Y | -46.1% | +116.5% | -162.6% | -66.8% |
| All | -46.1% | +117.3% | -163.4% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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