+70.8%
SAP vs VFC
-67.4%
+138.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | -0.7% | +11.2% | -11.9% | -2.2% |
| 30D | +11.1% | +41.5% | -30.4% | +5.5% |
| 3M | +17.0% | +38.9% | -21.9% | +11.4% |
| 6M | +34.8% | +6.1% | +28.7% | +32.6% |
| YTD | -2.2% | +14.5% | -16.8% | -5.4% |
| 1Y | -6.4% | +46.0% | -52.4% | -12.9% |
| 3Y | +75.1% | +36.4% | +38.8% | +53.5% |
| All | +70.8% | -67.4% | +138.2% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling