-13.5%
VFC vs SBAC
+0.1%
-13.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -13.4% | +3.9% | -17.2% | -13.3% |
| 3M | -23.7% | -8.2% | -15.5% | -22.7% |
| 6M | -24.5% | -2.8% | -21.7% | -22.8% |
| YTD | -27.8% | -1.5% | -26.3% | -26.7% |
| 1Y | -13.5% | 0.0% | -13.5% | -12.0% |
| All | -13.5% | +0.1% | -13.5% | -12.0% |
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