-24.2%
VFC vs SPYG
+96.8%
-121.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.3% |
| 7D | -4.0% | -1.8% | -2.1% | -1.9% |
| 30D | -14.6% | -1.9% | -12.7% | -12.7% |
| 3M | -23.1% | +5.2% | -28.2% | -27.5% |
| 6M | -25.2% | +15.6% | -40.8% | -37.4% |
| YTD | -29.5% | +12.4% | -41.9% | -39.0% |
| 1Y | -14.4% | +17.5% | -31.8% | -30.2% |
| All | -24.2% | +96.8% | -121.0% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling