-47.0%
VFS vs SPY
+75.1%
-122.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.6% | -2.7% | +2.1% | +1.9% |
| 30D | +7.3% | -5.4% | +12.7% | +12.8% |
| 3M | -0.9% | -4.1% | +3.2% | +3.1% |
| 6M | -22.8% | +0.7% | -23.5% | -23.1% |
| YTD | -2.7% | +8.7% | -11.4% | -9.3% |
| 1Y | -4.4% | +10.9% | -15.3% | -12.6% |
| 3Y | -47.0% | +75.0% | -122.0% | -70.3% |
| All | -47.0% | +75.1% | -122.1% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling