+55.6%
VFC vs SPXS
-30.2%
+85.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +1.8% |
| 7D | +21.5% | +2.2% | +19.3% | +23.0% |
| 30D | +46.7% | +3.8% | +42.9% | +50.0% |
| 3M | +38.4% | +3.3% | +35.1% | +41.9% |
| 6M | +15.2% | -16.7% | +31.9% | +5.7% |
| YTD | +17.8% | -28.5% | +46.4% | +2.1% |
| 1Y | +55.6% | -30.4% | +86.0% | +34.4% |
| All | +55.6% | -30.2% | +85.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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