+15.5%
SBUX vs VFC
-25.9%
+41.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.0% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | -2.8% | -11.9% | +9.1% | -0.4% |
| 3M | +8.2% | -20.2% | +28.4% | +12.2% |
| 6M | +4.3% | -23.0% | +27.2% | +8.4% |
| YTD | +23.3% | -26.2% | +49.6% | +29.0% |
| 1Y | +24.3% | -13.3% | +37.6% | +24.8% |
| 3Y | +15.5% | -25.5% | +40.9% | +5.5% |
| All | +15.5% | -25.9% | +41.4% | +5.5% |
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 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