-13.0%
VFC vs SPYG
+17.9%
-30.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.6% |
| 7D | -1.4% | -0.9% | -0.5% | -0.6% |
| 30D | -9.0% | -1.5% | -7.5% | -7.7% |
| 3M | -24.2% | +3.7% | -27.9% | -26.6% |
| 6M | -18.5% | +16.4% | -34.9% | -29.9% |
| YTD | -25.9% | +13.3% | -39.2% | -35.1% |
| 1Y | -13.0% | +17.9% | -30.9% | -23.5% |
| All | -13.0% | +17.9% | -30.9% | -23.5% |
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