-95.2%
SNDQ vs VFC
-38.0%
-57.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.5% | +8.1% |
| 7D | +11.6% | -1.4% | +13.0% | +10.8% |
| 30D | -45.1% | -9.0% | -36.1% | -46.4% |
| 3M | -68.6% | -24.2% | -44.4% | -71.0% |
| All | -95.2% | -38.0% | -57.2% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling