+439.5%
SN vs VFC
+10.8%
+428.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | +7.2% | +11.2% | -4.0% | +3.6% |
| 30D | +20.4% | +41.5% | -21.1% | +7.9% |
| 3M | +23.9% | +38.9% | -15.0% | +11.5% |
| 6M | +93.0% | +6.1% | +86.9% | +87.1% |
| YTD | +99.2% | +14.5% | +84.7% | +87.8% |
| 1Y | +142.6% | +46.0% | +96.6% | +112.6% |
| 3Y | +398.8% | +36.4% | +362.4% | +334.4% |
| All | +439.5% | +10.8% | +428.7% | +328.2% |
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