-48.6%
VFC vs SBAC
+114.8%
-163.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +25.5% | +5.5% | +20.0% | +23.4% |
| 3M | +41.3% | +3.1% | +38.2% | +39.6% |
| 6M | +22.2% | -7.0% | +29.2% | +23.7% |
| YTD | +16.4% | +0.5% | +15.9% | +13.5% |
| 1Y | +38.4% | +0.2% | +38.2% | +35.0% |
| 3Y | +56.2% | -7.4% | +63.6% | +52.1% |
| 5Y | -68.2% | -39.7% | -28.5% | -64.1% |
| All | -48.6% | +114.8% | -163.4% | -55.5% |
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