+432.7%
SN vs VFC
+9.0%
+423.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.1% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | +16.6% | +24.6% | -8.0% | +8.8% |
| 3M | +18.3% | +38.4% | -20.2% | +6.6% |
| 6M | +103.1% | +15.3% | +87.8% | +91.8% |
| YTD | +96.7% | +12.7% | +84.0% | +86.4% |
| 1Y | +134.3% | +32.7% | +101.7% | +111.4% |
| 3Y | +425.2% | +43.7% | +381.5% | +359.9% |
| All | +432.7% | +9.0% | +423.6% | +325.1% |
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