-68.6%
VFS vs SPY
+82.0%
-150.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -3.8% | +0.1% | -3.8% | -3.8% |
| 3M | -7.5% | +2.0% | -9.5% | -7.8% |
| 6M | -3.4% | +13.0% | -16.5% | -5.3% |
| YTD | -7.8% | +13.5% | -21.3% | -9.6% |
| 1Y | -7.5% | +20.0% | -27.5% | -9.9% |
| 3Y | -89.6% | +77.2% | -166.7% | -89.4% |
| All | -68.6% | +82.0% | -150.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling