+808.3%
VFC vs SPG
+5,923.7%
-5,115.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.8% |
| 7D | +7.7% | +5.1% | +2.6% | +5.6% |
| 30D | +39.2% | +16.8% | +22.4% | +30.7% |
| 3M | +40.3% | +5.7% | +34.6% | +37.2% |
| 6M | +11.4% | +17.8% | -6.4% | +4.2% |
| YTD | +17.5% | +30.1% | -12.6% | +5.6% |
| 1Y | +45.9% | +32.8% | +13.1% | +30.1% |
| 3Y | +47.3% | +137.2% | -89.9% | +7.9% |
| 5Y | -67.2% | +81.5% | -148.7% | -73.5% |
| 10Y | -46.1% | +116.5% | -162.6% | -63.6% |
| All | +808.3% | +5,923.7% | -5,115.5% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling