-7.5%
VFS vs SPY
+21.3%
-28.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.7% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -7.5% | +0.2% | -7.7% | -7.6% |
| 3M | -8.9% | +2.8% | -11.6% | -10.5% |
| 6M | -2.2% | +14.3% | -16.5% | -10.4% |
| YTD | -7.8% | +14.0% | -21.8% | -15.1% |
| All | -7.5% | +21.3% | -28.8% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling