+150.8%
VFVA vs SPY
+220.6%
-69.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -2.2% | -0.8% | -1.5% | -1.5% |
| 30D | -0.5% | -1.1% | +0.6% | +0.6% |
| 3M | +8.6% | +3.9% | +4.7% | +4.1% |
| 6M | +18.6% | +13.6% | +5.0% | +3.2% |
| YTD | +21.5% | +12.7% | +8.8% | +6.6% |
| 1Y | +25.8% | +17.5% | +8.3% | +5.5% |
| 3Y | +68.1% | +76.9% | -8.9% | -9.5% |
| 5Y | +82.5% | +83.6% | -1.1% | -6.1% |
| All | +150.8% | +220.6% | -69.8% | -28.0% |
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