-47.5%
VFC vs SPY
+304.1%
-351.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +3.5% | -0.6% | +4.1% | +4.2% |
| 30D | +38.3% | -3.7% | +41.9% | +44.9% |
| 3M | +40.2% | -2.7% | +42.9% | +45.1% |
| 6M | +10.6% | +2.2% | +8.4% | +7.5% |
| YTD | +16.7% | +10.8% | +5.9% | +2.5% |
| 1Y | +45.0% | +11.2% | +33.8% | +26.9% |
| 3Y | +48.8% | +76.5% | -27.7% | -22.6% |
| 5Y | -67.6% | +72.9% | -140.5% | -82.6% |
| 10Y | -47.5% | +304.8% | -352.4% | -88.3% |
| All | -47.5% | +304.1% | -351.7% | -88.3% |
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