+10.9%
SBUX vs VFC
+50.0%
-39.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.8% |
| 7D | +1.6% | +1.6% | 0.0% | +1.2% |
| 30D | +14.8% | +25.5% | -10.7% | +9.6% |
| 3M | -0.8% | +41.3% | -42.1% | -7.6% |
| 6M | +2.2% | +22.2% | -20.0% | -2.9% |
| YTD | +29.5% | +16.4% | +13.1% | +23.4% |
| 1Y | +27.0% | +38.4% | -11.4% | +16.4% |
| 3Y | +10.9% | +56.2% | -45.3% | -5.8% |
| All | +10.9% | +50.0% | -39.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling