-68.7%
VFC vs SPG
+59.6%
-128.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.9% |
| 7D | -2.3% | -1.7% | -0.7% | -1.5% |
| 30D | -13.4% | -6.3% | -7.1% | -10.4% |
| 3M | -23.7% | -2.4% | -21.3% | -22.7% |
| 6M | -24.5% | +9.6% | -34.1% | -28.0% |
| YTD | -27.8% | +14.2% | -42.0% | -32.7% |
| 1Y | -13.5% | +19.3% | -32.8% | -21.0% |
| 3Y | -27.1% | +106.7% | -133.8% | -46.9% |
| 5Y | -79.0% | +104.2% | -183.2% | -84.7% |
| 10Y | -68.7% | +63.7% | -132.4% | -79.0% |
| All | -68.7% | +59.6% | -128.3% | -79.0% |
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