-48.6%
VFC vs SPY
+307.0%
-355.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.7% |
| 7D | +1.6% | +2.6% | -1.0% | -1.8% |
| 30D | +25.5% | -2.0% | +27.5% | +28.5% |
| 3M | +41.3% | -2.8% | +44.1% | +46.2% |
| 6M | +22.2% | +2.1% | +20.1% | +18.8% |
| YTD | +16.4% | +11.5% | +4.9% | +1.4% |
| 1Y | +38.4% | +13.5% | +25.0% | +18.0% |
| 3Y | +56.2% | +77.7% | -21.5% | -19.5% |
| 5Y | -68.2% | +72.6% | -140.8% | -82.9% |
| All | -48.6% | +307.0% | -355.6% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling