-24.4%
VFC vs SPG
+111.2%
-135.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +3.5% |
| 7D | -1.6% | -2.4% | +0.8% | +1.1% |
| 30D | -11.6% | -6.8% | -4.8% | -4.3% |
| 3M | -18.1% | +2.7% | -20.8% | -20.9% |
| 6M | -27.4% | +5.5% | -32.8% | -32.2% |
| YTD | -24.8% | +15.7% | -40.5% | -37.5% |
| 1Y | -8.2% | +20.9% | -29.1% | -27.7% |
| All | -24.4% | +111.2% | -135.6% | -59.4% |
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