-68.7%
VFC vs SPY
+312.5%
-381.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -2.3% | -0.4% | -2.0% | -1.9% |
| 30D | -13.4% | -1.4% | -12.0% | -11.7% |
| 3M | -23.7% | +3.7% | -27.4% | -26.9% |
| 6M | -24.5% | +13.0% | -37.5% | -35.3% |
| YTD | -27.8% | +12.4% | -40.2% | -37.6% |
| 1Y | -13.5% | +18.5% | -32.0% | -30.0% |
| 3Y | -27.1% | +77.6% | -104.7% | -62.4% |
| 5Y | -79.0% | +81.7% | -160.7% | -89.3% |
| 10Y | -68.7% | +319.7% | -388.4% | -93.0% |
| All | -68.7% | +312.5% | -381.3% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling