-69.9%
VFC vs SPXS
-99.5%
+29.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -0.7% |
| 7D | -3.3% | +6.4% | -9.7% | -0.6% |
| 30D | -14.0% | +6.0% | -20.0% | -11.6% |
| 3M | -22.6% | -11.6% | -10.9% | -25.6% |
| 6M | -24.7% | -28.7% | +4.0% | -33.0% |
| YTD | -29.0% | -26.3% | -2.7% | -35.2% |
| 1Y | -13.8% | -34.9% | +21.1% | -24.5% |
| 3Y | -28.2% | -79.5% | +51.2% | -53.6% |
| 5Y | -79.0% | -85.9% | +6.9% | -85.8% |
| All | -69.9% | -99.5% | +29.7% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling