+125.0%
SBUX vs VFC
-70.4%
+195.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.4% |
| 7D | -6.2% | -3.3% | -3.0% | -5.4% |
| 30D | -6.4% | -14.0% | +7.6% | -2.6% |
| 3M | +1.0% | -22.6% | +23.6% | +7.1% |
| 6M | -0.4% | -24.7% | +24.3% | +5.6% |
| YTD | +20.0% | -29.0% | +48.9% | +28.8% |
| 1Y | +22.8% | -13.8% | +36.6% | +23.5% |
| 3Y | +12.3% | -28.2% | +40.5% | +5.9% |
| 5Y | -6.4% | -79.0% | +72.6% | +35.2% |
| All | +125.0% | -70.4% | +195.4% | +174.7% |
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