+2,439.8%
SAP vs VFC
+689.3%
+1,750.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.1% |
| 30D | +7.5% | +30.7% | -23.3% | -0.6% |
| 3M | +11.6% | +40.6% | -29.0% | +0.9% |
| 6M | +37.6% | +16.5% | +21.2% | +29.5% |
| YTD | -2.0% | +16.2% | -18.1% | -8.8% |
| 1Y | -6.4% | +42.4% | -48.8% | -18.3% |
| 3Y | +67.7% | +48.1% | +19.6% | +24.6% |
| 5Y | +75.7% | -67.8% | +143.5% | +113.1% |
| 10Y | +229.3% | -48.5% | +277.8% | +205.3% |
| All | +2,439.8% | +689.3% | +1,750.5% | +601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling