-66.4%
VFS vs SPY
+78.3%
-144.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.7% |
| 7D | +4.4% | +0.1% | +4.4% | +4.5% |
| 30D | +7.5% | -3.3% | +10.8% | +8.3% |
| 3M | -1.8% | -2.4% | +0.6% | -1.3% |
| 6M | -23.7% | +2.6% | -26.2% | -23.9% |
| YTD | -1.5% | +11.2% | -12.7% | -3.0% |
| 1Y | -4.1% | +13.4% | -17.5% | -5.7% |
| 3Y | -49.3% | +79.9% | -129.2% | -47.3% |
| 5Y | -66.2% | +72.2% | -138.4% | -65.1% |
| All | -66.4% | +78.3% | -144.8% | -65.3% |
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