+319.5%
SN vs VFC
-27.3%
+346.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.8% |
| 7D | -9.3% | -1.6% | -7.7% | -8.8% |
| 30D | -4.8% | -11.6% | +6.8% | -1.1% |
| 3M | +40.4% | -18.1% | +58.5% | +48.1% |
| 6M | +50.9% | -27.4% | +78.3% | +64.8% |
| YTD | +54.9% | -24.8% | +79.8% | +67.0% |
| 1Y | +43.0% | -8.2% | +51.2% | +43.8% |
| 3Y | +391.8% | -29.1% | +420.9% | +336.9% |
| All | +319.5% | -27.3% | +346.8% | +280.6% |
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