+196.4%
SO vs VFC
-48.6%
+245.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.9% |
| 7D | +1.4% | +1.6% | -0.3% | +1.2% |
| 30D | +4.7% | +25.5% | -20.8% | +2.1% |
| 3M | +1.7% | +41.3% | -39.6% | -2.2% |
| 6M | +2.2% | +22.2% | -20.1% | -0.7% |
| YTD | +10.0% | +16.4% | -6.4% | +6.9% |
| 1Y | +6.0% | +38.4% | -32.4% | +0.7% |
| 3Y | +54.1% | +56.2% | -2.1% | +31.5% |
| 5Y | +79.6% | -68.2% | +147.8% | +120.3% |
| All | +196.4% | -48.6% | +245.1% | +211.3% |
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