-79.0%
VFC vs SPXS
-85.7%
+6.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -1.5% |
| 7D | -2.3% | +1.2% | -3.6% | -1.7% |
| 30D | -13.4% | +5.2% | -18.5% | -10.9% |
| 3M | -23.7% | -9.2% | -14.5% | -26.0% |
| 6M | -24.5% | -29.6% | +5.1% | -34.4% |
| YTD | -27.8% | -27.6% | -0.2% | -35.8% |
| 1Y | -13.5% | -36.7% | +23.3% | -27.0% |
| 3Y | -27.1% | -79.8% | +52.7% | -55.9% |
| 5Y | -79.0% | -85.9% | +6.9% | -86.6% |
| All | -79.0% | -85.7% | +6.7% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling