+4,136.2%
SYY vs VFC
+1,363.4%
+2,772.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.3% |
| 7D | +0.3% | +1.6% | -1.3% | -0.1% |
| 30D | -4.8% | +25.5% | -30.3% | -10.2% |
| 3M | -7.1% | +41.3% | -48.3% | -15.1% |
| 6M | +6.8% | +22.2% | -15.4% | 0.0% |
| YTD | +7.7% | +16.4% | -8.7% | +1.2% |
| 1Y | +5.7% | +38.4% | -32.7% | -5.3% |
| 3Y | +24.6% | +56.2% | -31.7% | -5.6% |
| 5Y | +15.6% | -68.2% | +83.8% | +35.9% |
| 10Y | +87.9% | -48.4% | +136.3% | +89.3% |
| All | +4,136.2% | +1,363.4% | +2,772.8% | +1,605.5% |
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