-13.5%
VFC vs SPG
+19.3%
-32.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.3% |
| 7D | -2.3% | -1.7% | -0.7% | -1.1% |
| 30D | -13.4% | -6.3% | -7.1% | -8.8% |
| 3M | -23.7% | -2.4% | -21.3% | -22.1% |
| 6M | -24.5% | +9.6% | -34.1% | -29.7% |
| YTD | -27.8% | +14.2% | -42.0% | -35.9% |
| 1Y | -13.5% | +19.3% | -32.8% | -26.1% |
| All | -13.5% | +19.3% | -32.7% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling