+42.0%
SOFI vs VFC
-81.7%
+123.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.7% | -1.0% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | -3.5% | -9.0% | +5.5% | 0.0% |
| 3M | +3.9% | -24.2% | +28.1% | +14.6% |
| 6M | -6.5% | -18.5% | +12.0% | +0.1% |
| YTD | -33.8% | -25.9% | -8.0% | -26.9% |
| 1Y | -33.3% | -13.0% | -20.3% | -31.8% |
| 3Y | +94.6% | -20.3% | +114.9% | +80.0% |
| 5Y | +13.3% | -78.1% | +91.4% | +87.7% |
| All | +42.0% | -81.7% | +123.7% | +137.1% |
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