-67.9%
VFC vs SPY
+67.4%
-135.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.3% |
| 7D | +11.2% | -2.7% | +13.9% | +15.7% |
| 30D | +41.5% | -5.4% | +46.9% | +53.3% |
| 3M | +38.9% | -4.1% | +43.0% | +47.4% |
| 6M | +6.1% | +0.7% | +5.4% | +4.8% |
| YTD | +14.5% | +8.7% | +5.9% | +1.4% |
| 1Y | +46.0% | +10.9% | +35.1% | +25.4% |
| 3Y | +36.4% | +75.0% | -38.6% | -33.2% |
| All | -67.9% | +67.4% | -135.2% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling