-79.0%
VFC vs SPYG
+83.9%
-162.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -2.3% | +0.3% | -2.7% | -2.7% |
| 30D | -13.4% | -1.7% | -11.7% | -11.9% |
| 3M | -23.7% | +3.6% | -27.3% | -26.5% |
| 6M | -24.5% | +16.6% | -41.0% | -35.7% |
| YTD | -27.8% | +13.4% | -41.2% | -36.8% |
| 1Y | -13.5% | +19.6% | -33.0% | -28.5% |
| 3Y | -27.1% | +99.8% | -126.9% | -62.3% |
| 5Y | -79.0% | +85.0% | -164.0% | -88.8% |
| All | -79.0% | +83.9% | -162.9% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling