+43,351.9%
SBUX vs VFC
+907.7%
+42,444.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.3% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +14.8% | +25.5% | -10.7% | +6.1% |
| 3M | -0.8% | +41.3% | -42.1% | -12.3% |
| 6M | +2.2% | +22.2% | -20.0% | -6.5% |
| YTD | +29.5% | +16.4% | +13.1% | +18.9% |
| 1Y | +27.0% | +38.4% | -11.4% | +9.2% |
| 3Y | +10.9% | +56.2% | -45.3% | -21.8% |
| 5Y | +7.4% | -68.2% | +75.6% | +35.1% |
| 10Y | +146.3% | -48.4% | +194.6% | +132.0% |
| All | +43,351.9% | +907.7% | +42,444.3% | +14,499.3% |
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