+912.3%
VXF vs SPY
+906.4%
+5.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.2% | +2.6% | -0.3% | -0.5% |
| 30D | +1.0% | -2.0% | +2.9% | +3.2% |
| 3M | -7.8% | -2.8% | -5.0% | -5.0% |
| 6M | +1.5% | +2.1% | -0.6% | -0.7% |
| YTD | +10.8% | +11.5% | -0.7% | -1.0% |
| 1Y | +13.7% | +13.5% | +0.2% | -0.3% |
| 3Y | +70.7% | +77.7% | -7.0% | -6.1% |
| 5Y | +23.2% | +72.6% | -49.4% | -29.3% |
| 10Y | +186.0% | +308.2% | -122.2% | -31.5% |
| All | +912.3% | +906.4% | +5.8% | +2.4% |
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