+152.9%
VFQY vs SPY
+220.6%
-67.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -2.1% | -0.8% | -1.4% | -1.4% |
| 30D | -2.3% | -1.1% | -1.2% | -1.2% |
| 3M | +4.4% | +3.9% | +0.5% | +0.4% |
| 6M | +14.0% | +13.6% | +0.4% | +0.1% |
| YTD | +13.5% | +12.7% | +0.8% | +0.4% |
| 1Y | +15.1% | +17.5% | -2.4% | -2.5% |
| 3Y | +55.8% | +76.9% | -21.1% | -13.1% |
| 5Y | +53.4% | +83.6% | -30.2% | -17.5% |
| All | +152.9% | +220.6% | -67.6% | -20.9% |
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