-74.2%
VFF vs SPY
+205.5%
-279.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | -9.0% | +3.3% | -12.3% | -13.1% |
| 30D | -3.8% | -2.7% | -1.1% | +0.1% |
| 3M | +1.2% | -1.7% | +2.9% | +3.7% |
| 6M | -4.9% | +3.1% | -8.0% | -8.7% |
| YTD | -30.4% | +11.9% | -42.3% | -40.4% |
| 1Y | -27.4% | +12.0% | -39.4% | -38.2% |
| 3Y | +284.8% | +78.2% | +206.7% | +65.3% |
| 5Y | -71.2% | +73.2% | -144.5% | -86.6% |
| All | -74.2% | +205.5% | -279.7% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling