-65.5%
VFF vs SPY
+67.4%
-132.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +2.8% |
| 7D | +15.2% | -2.7% | +17.9% | +19.6% |
| 30D | +7.3% | -5.4% | +12.7% | +15.9% |
| 3M | +41.2% | -4.1% | +45.3% | +49.6% |
| 6M | +7.1% | +0.7% | +6.4% | +6.4% |
| YTD | -21.1% | +8.7% | -29.8% | -29.1% |
| 1Y | -3.0% | +10.9% | -13.9% | -15.4% |
| 3Y | +284.0% | +75.0% | +209.0% | +71.6% |
| All | -65.5% | +67.4% | -132.8% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling