-8.2%
VFC vs SPYG
+22.6%
-30.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.9% |
| 30D | -11.6% | -0.4% | -11.2% | -11.3% |
| 3M | -18.1% | +0.5% | -18.6% | -18.7% |
| 6M | -27.4% | +17.5% | -44.8% | -38.0% |
| YTD | -24.8% | +14.3% | -39.2% | -34.7% |
| 1Y | -8.2% | +21.7% | -29.9% | -20.1% |
| All | -8.2% | +22.6% | -30.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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