+152.0%
VFVA vs SPY
+221.3%
-69.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | 0.0% | -0.9% | +1.0% | +1.0% |
| 3M | +10.6% | +3.9% | +6.7% | +6.0% |
| 6M | +17.3% | +14.5% | +2.8% | +1.2% |
| YTD | +22.0% | +12.9% | +9.1% | +6.8% |
| 1Y | +27.7% | +19.4% | +8.4% | +5.3% |
| 3Y | +68.6% | +78.5% | -9.8% | -10.1% |
| 5Y | +82.0% | +81.8% | +0.2% | -5.3% |
| All | +152.0% | +221.3% | -69.3% | -27.8% |
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