+239.3%
VFH vs SPY
+318.9%
-79.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -2.9% | -2.0% | -0.9% | -0.9% |
| 30D | -1.7% | -1.7% | -0.1% | 0.0% |
| 3M | +9.1% | +4.7% | +4.3% | +3.7% |
| 6M | +14.8% | +12.5% | +2.2% | +0.9% |
| YTD | +5.1% | +11.7% | -6.7% | -7.0% |
| 1Y | +8.5% | +17.5% | -8.9% | -9.0% |
| 3Y | +76.7% | +76.6% | +0.1% | -5.4% |
| 5Y | +66.1% | +82.0% | -16.0% | -14.5% |
| All | +239.3% | +318.9% | -79.6% | -33.2% |
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