+56.2%
VFC vs SPYG
+91.6%
-35.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.2% | +4.2% |
| 7D | +1.6% | +2.3% | -0.7% | -1.1% |
| 30D | +25.5% | -6.5% | +31.9% | +34.4% |
| 3M | +41.3% | -6.8% | +48.1% | +51.7% |
| 6M | +22.2% | -3.1% | +25.4% | +24.7% |
| YTD | +16.4% | +8.0% | +8.4% | +3.8% |
| 1Y | +38.4% | +10.2% | +28.2% | +20.2% |
| 3Y | +56.2% | +91.0% | -34.8% | -27.9% |
| All | +56.2% | +91.6% | -35.4% | -27.9% |
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