+59.9%
VFC vs SPXU
-100.0%
+159.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -34.9% |
| YTD | -24.8% | -29.9% | +5.1% | -32.3% |
| 1Y | -8.2% | -39.1% | +30.9% | -20.8% |
| 3Y | -29.1% | -80.0% | +50.9% | -53.0% |
| 5Y | -79.2% | -86.0% | +6.9% | -85.5% |
| 10Y | -68.1% | -99.5% | +31.4% | -90.0% |
| All | +59.9% | -100.0% | +159.9% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling