-68.9%
VFS vs SPY
+78.7%
-147.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -6.2% | +2.6% | -8.7% | -6.7% |
| 30D | +1.2% | -2.0% | +3.1% | +1.6% |
| 3M | -3.2% | -2.8% | -0.4% | -2.6% |
| 6M | -23.4% | +2.1% | -25.5% | -23.5% |
| YTD | -8.7% | +11.5% | -20.2% | -10.1% |
| 1Y | -9.2% | +13.5% | -22.7% | -10.8% |
| 3Y | -48.3% | +77.7% | -126.0% | -46.6% |
| 5Y | -68.7% | +72.6% | -141.3% | -67.7% |
| All | -68.9% | +78.7% | -147.6% | -67.9% |
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