+180.9%
SAP vs VFC
-68.5%
+249.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.3% |
| 7D | -2.9% | -1.6% | -1.3% | -2.6% |
| 30D | +9.0% | -11.6% | +20.6% | +11.5% |
| 3M | +14.9% | -18.1% | +33.0% | +18.5% |
| 6M | +11.9% | -27.4% | +39.2% | +17.6% |
| YTD | -9.9% | -24.8% | +14.9% | -6.4% |
| 1Y | -19.5% | -8.2% | -11.3% | -20.3% |
| 3Y | +61.8% | -29.1% | +90.9% | +54.7% |
| 5Y | +56.2% | -79.2% | +135.3% | +111.5% |
| All | +180.9% | -68.5% | +249.4% | +240.4% |
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