+147.6%
VFC vs SPXU
-100.0%
+247.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.7% |
| 7D | +1.6% | -7.6% | +9.2% | -1.4% |
| 30D | +25.5% | +5.3% | +20.2% | +29.0% |
| 3M | +41.3% | +9.6% | +31.6% | +48.1% |
| 6M | +22.2% | -4.5% | +26.7% | +23.0% |
| YTD | +16.4% | -25.9% | +42.3% | +8.2% |
| 1Y | +38.4% | -28.9% | +67.3% | +27.2% |
| 3Y | +56.2% | -80.5% | +136.7% | +3.2% |
| 5Y | -68.2% | -83.4% | +15.2% | -76.3% |
| 10Y | -48.4% | -99.5% | +51.1% | -83.3% |
| All | +147.6% | -100.0% | +247.6% | -74.2% |
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