-5.9%
SAP vs VFC
+52.5%
-58.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.8% |
| 7D | +1.3% | +21.5% | -20.2% | -0.7% |
| 30D | +15.5% | +46.7% | -31.1% | +11.1% |
| 3M | +22.8% | +38.4% | -15.6% | +18.6% |
| 6M | +42.5% | +15.2% | +27.2% | +39.0% |
| YTD | +0.5% | +17.8% | -17.3% | -2.3% |
| 1Y | -5.9% | +55.6% | -61.5% | -14.3% |
| All | -5.9% | +52.5% | -58.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling