+360.1%
VFC vs SPYG
+564.9%
-204.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.9% |
| 30D | -11.6% | -0.4% | -11.2% | -11.4% |
| 3M | -18.1% | +0.5% | -18.6% | -18.5% |
| 6M | -27.4% | +17.5% | -44.8% | -35.8% |
| YTD | -24.8% | +14.3% | -39.2% | -32.2% |
| 1Y | -8.2% | +21.7% | -29.9% | -21.2% |
| 3Y | -29.1% | +98.6% | -127.7% | -56.9% |
| 5Y | -79.2% | +85.1% | -164.3% | -86.7% |
| 10Y | -68.1% | +412.0% | -480.1% | -89.9% |
| All | +360.1% | +564.9% | -204.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling