+447.8%
SN vs VFC
+12.6%
+435.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.8% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +21.5% | +25.5% | -4.0% | +13.2% |
| 3M | +20.0% | +41.3% | -21.2% | +7.5% |
| 6M | +119.9% | +22.2% | +97.7% | +103.8% |
| YTD | +102.3% | +16.4% | +85.9% | +89.8% |
| 1Y | +148.0% | +38.4% | +109.6% | +120.7% |
| 3Y | +450.0% | +56.2% | +393.8% | +376.6% |
| All | +447.8% | +12.6% | +435.2% | +332.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling