-68.7%
VFC vs SBAC
+78.4%
-147.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -13.4% | +3.9% | -17.2% | -14.4% |
| 3M | -23.7% | -8.2% | -15.5% | -22.2% |
| 6M | -24.5% | -2.8% | -21.7% | -25.1% |
| YTD | -27.8% | -1.5% | -26.3% | -29.0% |
| 1Y | -13.5% | 0.0% | -13.5% | -15.5% |
| 3Y | -27.1% | -8.4% | -18.7% | -28.8% |
| 5Y | -79.0% | -43.5% | -35.5% | -75.9% |
| 10Y | -68.7% | +86.9% | -155.6% | -71.9% |
| All | -68.7% | +78.4% | -147.1% | -71.9% |
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