-75.4%
VFF vs SPY
+204.4%
-279.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.4% | -4.2% |
| 7D | -16.0% | +2.6% | -18.6% | -19.0% |
| 30D | -5.5% | -2.0% | -3.5% | -2.7% |
| 3M | -2.0% | -2.8% | +0.8% | +2.0% |
| 6M | -6.9% | +2.1% | -9.1% | -9.4% |
| YTD | -33.7% | +11.5% | -45.2% | -42.9% |
| 1Y | -32.2% | +13.5% | -45.7% | -43.3% |
| 3Y | +271.7% | +77.7% | +194.0% | +60.3% |
| 5Y | -72.6% | +72.6% | -145.2% | -87.2% |
| All | -75.4% | +204.4% | -279.8% | -95.7% |
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