+145.0%
SBUX vs VFC
-48.6%
+193.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.1% |
| 30D | +14.8% | +25.5% | -10.7% | +7.9% |
| 3M | -0.8% | +41.3% | -42.1% | -9.9% |
| 6M | +2.2% | +22.2% | -20.0% | -4.6% |
| YTD | +29.5% | +16.4% | +13.1% | +21.3% |
| 1Y | +27.0% | +38.4% | -11.4% | +12.9% |
| 3Y | +10.9% | +56.2% | -45.3% | -15.7% |
| 5Y | +7.4% | -68.2% | +75.6% | +40.2% |
| All | +145.0% | -48.6% | +193.6% | +162.6% |
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