+4,267.1%
SYY vs VFC
+845.1%
+3,422.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.9% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | -4.9% | -11.6% | +6.7% | -2.1% |
| 3M | +8.4% | -18.1% | +26.5% | +12.7% |
| 6M | -7.4% | -27.4% | +20.0% | -1.2% |
| YTD | +11.0% | -24.8% | +35.8% | +16.8% |
| 1Y | -0.2% | -8.2% | +8.0% | -1.4% |
| 3Y | +23.8% | -29.1% | +52.9% | +14.7% |
| 5Y | +18.1% | -79.2% | +97.3% | +54.4% |
| 10Y | +94.6% | -68.1% | +162.7% | +121.8% |
| All | +4,267.1% | +845.1% | +3,422.0% | +1,867.6% |
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 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