+32.7%
VFC vs SBAC
-4.7%
+37.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | -1.4% | -2.7% | +1.3% | -1.4% |
| 30D | +24.6% | +3.3% | +21.4% | +24.6% |
| 3M | +38.4% | +3.3% | +35.2% | +38.2% |
| 6M | +15.3% | -10.9% | +26.2% | +16.4% |
| YTD | +12.7% | -1.0% | +13.7% | +13.4% |
| 1Y | +32.7% | -4.5% | +37.2% | +33.9% |
| All | +32.7% | -4.7% | +37.3% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling