+38.4%
VFC vs SPY
+12.1%
+26.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.8% |
| 7D | +1.6% | +2.6% | -1.0% | -2.3% |
| 30D | +25.5% | -2.0% | +27.5% | +28.9% |
| 3M | +41.3% | -2.8% | +44.1% | +47.2% |
| 6M | +22.2% | +2.1% | +20.1% | +16.6% |
| YTD | +16.4% | +11.5% | +4.9% | -4.9% |
| 1Y | +38.4% | +13.5% | +25.0% | +9.0% |
| All | +38.4% | +12.1% | +26.4% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling