-71.2%
VFF vs SPY
+203.7%
-274.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -4.8% |
| 7D | +8.8% | +0.1% | +8.7% | +8.6% |
| 30D | +6.0% | -3.3% | +9.3% | +11.2% |
| 3M | +36.5% | -2.4% | +39.0% | +41.3% |
| 6M | +10.5% | +2.6% | +7.9% | +6.8% |
| YTD | -22.2% | +11.2% | -33.4% | -32.8% |
| 1Y | -4.1% | +13.4% | -17.4% | -19.5% |
| 3Y | +327.1% | +79.9% | +247.2% | +80.5% |
| 5Y | -69.3% | +72.2% | -141.5% | -85.6% |
| All | -71.2% | +203.7% | -274.9% | -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