-24.4%
VFC vs SPY
+80.4%
-104.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +3.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -11.6% | +0.1% | -11.7% | -11.7% |
| 3M | -18.1% | +2.0% | -20.1% | -20.8% |
| 6M | -27.4% | +13.0% | -40.4% | -41.8% |
| YTD | -24.8% | +13.5% | -38.4% | -40.2% |
| 1Y | -8.2% | +20.0% | -28.2% | -34.0% |
| All | -24.4% | +80.4% | -104.8% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling