+61,756.5%
SU vs VFC
+827.5%
+60,928.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | +13.7% | -11.9% | +25.6% | +16.8% |
| 3M | +8.0% | -20.2% | +28.2% | +12.1% |
| 6M | +21.0% | -23.0% | +44.0% | +25.3% |
| YTD | +56.2% | -26.2% | +82.5% | +62.5% |
| 1Y | +72.2% | -13.3% | +85.5% | +70.5% |
| 3Y | +118.1% | -25.5% | +143.6% | +99.0% |
| 5Y | +350.3% | -78.1% | +428.4% | +459.5% |
| 10Y | +248.5% | -68.8% | +317.3% | +291.0% |
| All | +61,756.5% | +827.5% | +60,928.9% | +58,429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling