+222.9%
SAP vs VFC
-44.8%
+267.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.2% |
| 7D | +1.6% | +7.7% | -6.1% | +0.2% |
| 30D | +10.5% | +39.2% | -28.7% | +3.6% |
| 3M | +15.2% | +40.3% | -25.1% | +7.7% |
| 6M | +36.7% | +11.4% | +25.3% | +32.5% |
| YTD | -0.6% | +17.5% | -18.1% | -5.3% |
| 1Y | -4.1% | +45.9% | -50.0% | -12.8% |
| 3Y | +73.2% | +47.3% | +25.9% | +42.3% |
| 5Y | +74.1% | -67.2% | +141.3% | +116.3% |
| 10Y | +222.9% | -46.1% | +269.0% | +256.1% |
| All | +222.9% | -44.8% | +267.7% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling