-69.9%
VFC vs SPXU
-99.5%
+29.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -0.7% |
| 7D | -3.3% | +6.4% | -9.6% | -0.6% |
| 30D | -14.0% | +5.9% | -20.0% | -11.6% |
| 3M | -22.6% | -11.7% | -10.9% | -25.6% |
| 6M | -24.7% | -28.7% | +4.0% | -33.0% |
| YTD | -29.0% | -26.4% | -2.6% | -35.3% |
| 1Y | -13.8% | -35.2% | +21.4% | -24.7% |
| 3Y | -28.2% | -79.8% | +51.6% | -54.0% |
| 5Y | -79.0% | -86.1% | +7.1% | -85.9% |
| All | -69.9% | -99.5% | +29.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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