+179.0%
VFMF vs SPY
+220.6%
-41.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | 0.0% |
| 7D | -1.0% | -0.8% | -0.3% | -0.3% |
| 30D | -0.3% | -1.1% | +0.8% | +0.8% |
| 3M | +6.4% | +3.9% | +2.5% | +2.3% |
| 6M | +19.4% | +13.6% | +5.7% | +4.9% |
| YTD | +24.2% | +12.7% | +11.5% | +10.0% |
| 1Y | +29.8% | +17.5% | +12.3% | +10.2% |
| 3Y | +84.4% | +76.9% | +7.5% | +3.6% |
| 5Y | +102.0% | +83.6% | +18.4% | +8.7% |
| All | +179.0% | +220.6% | -41.5% | -15.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling