-47.5%
VFC vs SBAC
+103.9%
-151.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +3.5% | +3.6% | -0.2% | +2.4% |
| 30D | +38.3% | +4.9% | +33.4% | +36.1% |
| 3M | +40.2% | +6.5% | +33.7% | +37.2% |
| 6M | +10.6% | -11.1% | +21.7% | +13.7% |
| YTD | +16.7% | +0.9% | +15.8% | +13.7% |
| 1Y | +45.0% | -1.6% | +46.5% | +42.3% |
| 3Y | +48.8% | -7.0% | +55.8% | +44.7% |
| 5Y | -67.6% | -39.2% | -28.3% | -63.6% |
| 10Y | -47.5% | +111.4% | -158.9% | -53.5% |
| All | -47.5% | +103.9% | -151.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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