+36.4%
VFC vs SPG
+124.5%
-88.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.8% |
| 7D | +11.2% | +4.9% | +6.3% | +5.3% |
| 30D | +41.5% | +15.6% | +25.9% | +19.6% |
| 3M | +38.9% | +4.1% | +34.9% | +32.6% |
| 6M | +6.1% | +13.6% | -7.4% | -9.2% |
| YTD | +14.5% | +27.5% | -13.0% | -15.8% |
| 1Y | +46.0% | +32.2% | +13.7% | +2.6% |
| 3Y | +36.4% | +126.0% | -89.6% | -51.4% |
| All | +36.4% | +124.5% | -88.2% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling