-48.6%
VFC vs SPXS
-99.5%
+50.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.8% |
| 7D | +1.6% | -7.5% | +9.1% | -1.7% |
| 30D | +25.5% | +5.3% | +20.2% | +29.3% |
| 3M | +41.3% | +9.7% | +31.6% | +48.8% |
| 6M | +22.2% | -4.6% | +26.8% | +23.0% |
| YTD | +16.4% | -25.8% | +42.2% | +7.4% |
| 1Y | +38.4% | -28.8% | +67.2% | +26.1% |
| 3Y | +56.2% | -80.2% | +136.4% | -0.1% |
| 5Y | -68.2% | -83.2% | +15.1% | -77.0% |
| All | -48.6% | -99.5% | +50.9% | -84.6% |
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