+359.1%
VFH vs SPY
+906.2%
-547.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +2.3% | +2.6% | -0.3% | -0.8% |
| 30D | +7.2% | -2.0% | +9.1% | +9.5% |
| 3M | -0.3% | -2.8% | +2.4% | +2.8% |
| 6M | +14.5% | +2.1% | +12.4% | +10.8% |
| YTD | +7.6% | +11.5% | -3.9% | -6.6% |
| 1Y | +12.0% | +13.5% | -1.4% | -4.9% |
| 3Y | +83.2% | +77.7% | +5.5% | -11.7% |
| 5Y | +56.6% | +72.6% | -16.0% | -22.8% |
| 10Y | +216.2% | +308.2% | -91.9% | -48.6% |
| All | +359.1% | +906.2% | -547.1% | -72.7% |
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 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