+125.9%
VFLO vs SPY
+82.8%
+43.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -2.4% | -0.8% | -1.6% | -1.8% |
| 30D | +2.2% | -1.1% | +3.2% | +3.0% |
| 3M | +17.8% | +3.9% | +14.0% | +14.2% |
| 6M | +36.4% | +13.6% | +22.8% | +23.1% |
| YTD | +37.7% | +12.7% | +25.0% | +25.1% |
| 1Y | +44.1% | +17.5% | +26.6% | +26.5% |
| 3Y | +112.4% | +76.9% | +35.5% | +34.8% |
| All | +125.9% | +82.8% | +43.1% | +40.2% |
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 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