+965.7%
VXF vs SPY
+925.0%
+40.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +1.4% | +2.0% | -0.6% | -0.7% |
| 6M | +13.0% | +13.0% | 0.0% | -0.6% |
| YTD | +16.7% | +13.5% | +3.1% | +2.2% |
| 1Y | +18.8% | +20.0% | -1.2% | -1.8% |
| 3Y | +64.9% | +77.2% | -12.3% | -9.0% |
| 5Y | +34.2% | +81.9% | -47.7% | -27.1% |
| 10Y | +201.2% | +314.1% | -112.9% | -29.0% |
| All | +965.7% | +925.0% | +40.7% | +5.7% |
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