+55.6%
VFC vs SPYG
+10.8%
+44.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +3.5% |
| 7D | +21.5% | -2.8% | +24.2% | +24.0% |
| 30D | +46.7% | -6.2% | +52.9% | +54.1% |
| 3M | +38.4% | -3.6% | +42.0% | +41.8% |
| 6M | +15.2% | +4.8% | +10.5% | +8.4% |
| YTD | +17.8% | +11.0% | +6.8% | +3.5% |
| 1Y | +55.6% | +11.2% | +44.3% | +37.0% |
| All | +55.6% | +10.8% | +44.7% | +37.0% |
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