+2,233.8%
SAP vs VFC
+410.8%
+1,823.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.6% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | +9.0% | -11.6% | +20.6% | +12.8% |
| 3M | +14.9% | -18.1% | +33.0% | +20.3% |
| 6M | +11.9% | -27.4% | +39.2% | +20.3% |
| YTD | -9.9% | -24.8% | +14.9% | -4.8% |
| 1Y | -19.5% | -8.2% | -11.3% | -20.8% |
| 3Y | +61.8% | -29.1% | +90.9% | +48.4% |
| 5Y | +56.2% | -79.2% | +135.3% | +114.3% |
| 10Y | +180.6% | -68.1% | +248.7% | +200.2% |
| All | +2,233.8% | +410.8% | +1,823.0% | +632.1% |
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 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