-70.4%
VFF vs SPY
+210.0%
-280.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +49.7% | +0.1% | +49.7% | +49.6% |
| 3M | +18.2% | +2.0% | +16.2% | +15.3% |
| 6M | -14.9% | +13.0% | -27.9% | -28.1% |
| YTD | -20.0% | +13.5% | -33.5% | -32.9% |
| 1Y | +9.8% | +20.0% | -10.2% | -14.5% |
| 3Y | +227.4% | +77.2% | +150.2% | +42.8% |
| 5Y | -68.7% | +81.9% | -150.5% | -86.4% |
| All | -70.4% | +210.0% | -280.4% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling