+455.3%
SN vs VFC
+13.7%
+441.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.1% |
| 7D | +7.6% | +7.7% | 0.0% | +5.1% |
| 30D | +24.1% | +39.2% | -15.1% | +11.8% |
| 3M | +23.7% | +40.3% | -16.6% | +11.0% |
| 6M | +105.5% | +11.4% | +94.2% | +96.2% |
| YTD | +105.1% | +17.5% | +87.6% | +91.8% |
| 1Y | +148.3% | +45.9% | +102.4% | +117.5% |
| 3Y | +438.7% | +47.3% | +391.3% | +365.4% |
| All | +455.3% | +13.7% | +441.7% | +337.3% |
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 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