-69.2%
VFF vs SPY
+208.3%
-277.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.6% |
| 7D | +6.7% | +0.5% | +6.1% | +5.8% |
| 30D | +45.7% | -0.9% | +46.6% | +47.6% |
| 3M | +40.3% | +3.9% | +36.4% | +32.4% |
| 6M | -10.6% | +14.5% | -25.1% | -25.9% |
| YTD | -17.0% | +12.9% | -29.9% | -29.8% |
| 1Y | +18.8% | +19.4% | -0.5% | -6.8% |
| 3Y | +233.0% | +78.5% | +154.5% | +43.6% |
| 5Y | -65.9% | +81.8% | -147.7% | -85.2% |
| All | -69.2% | +208.3% | -277.6% | -94.7% |
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