+155.9%
SO vs VFC
-69.1%
+225.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | -3.2% | -11.9% | +8.7% | -1.9% |
| 3M | -1.7% | -20.2% | +18.5% | +0.3% |
| 6M | -7.2% | -23.0% | +15.8% | -5.3% |
| YTD | +4.6% | -26.2% | +30.8% | +7.0% |
| 1Y | +1.2% | -13.3% | +14.5% | +0.9% |
| 3Y | +45.3% | -25.5% | +70.7% | +37.3% |
| 5Y | +58.7% | -78.1% | +136.8% | +99.2% |
| 10Y | +155.9% | -68.8% | +224.6% | +186.4% |
| All | +155.9% | -69.1% | +225.0% | +186.4% |
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