+265.2%
SU vs VFC
-69.1%
+334.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.1% |
| 7D | +2.2% | -1.4% | +3.6% | +2.5% |
| 30D | +8.4% | -9.0% | +17.4% | +10.5% |
| 3M | +12.1% | -24.2% | +36.3% | +17.5% |
| 6M | +19.7% | -18.5% | +38.2% | +21.9% |
| YTD | +58.4% | -25.9% | +84.3% | +64.1% |
| 1Y | +67.2% | -13.0% | +80.2% | +64.8% |
| 3Y | +125.0% | -20.3% | +145.4% | +96.7% |
| 5Y | +355.1% | -78.1% | +433.1% | +558.7% |
| All | +265.2% | -69.1% | +334.2% | +383.6% |
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