+124.0%
VFMV vs SPY
+220.6%
-96.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -0.4% | -0.8% | +0.4% | +0.1% |
| 30D | -1.3% | -1.1% | -0.3% | -0.7% |
| 3M | +3.0% | +3.9% | -0.9% | +0.4% |
| 6M | +6.6% | +13.6% | -7.0% | -2.2% |
| YTD | +11.4% | +12.7% | -1.3% | +2.7% |
| 1Y | +11.4% | +17.5% | -6.1% | -0.2% |
| 3Y | +53.8% | +76.9% | -23.1% | +3.4% |
| 5Y | +56.7% | +83.6% | -26.9% | +1.5% |
| All | +124.0% | +220.6% | -96.6% | -3.0% |
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 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