+132.8%
VFC vs SPXS
-100.0%
+232.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.9% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | +0.8% | -12.5% | -11.2% |
| 3M | -18.1% | -4.7% | -13.4% | -18.5% |
| 6M | -27.4% | -29.6% | +2.3% | -34.7% |
| YTD | -24.8% | -29.8% | +5.0% | -32.0% |
| 1Y | -8.2% | -38.9% | +30.7% | -20.3% |
| 3Y | -29.1% | -79.6% | +50.5% | -51.9% |
| 5Y | -79.2% | -85.9% | +6.8% | -85.2% |
| 10Y | -68.1% | -99.5% | +31.4% | -89.6% |
| All | +132.8% | -100.0% | +232.8% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling