-67.9%
VFC vs SBAC
-40.3%
-27.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +11.2% | +1.2% | +10.0% | +10.8% |
| 30D | +41.5% | +11.2% | +30.3% | +37.4% |
| 3M | +38.9% | +4.5% | +34.5% | +37.0% |
| 6M | +6.1% | -12.2% | +18.3% | +9.4% |
| YTD | +14.5% | -0.1% | +14.7% | +12.4% |
| 1Y | +46.0% | -0.3% | +46.2% | +43.2% |
| 3Y | +36.4% | -8.7% | +45.1% | +33.3% |
| All | -67.9% | -40.3% | -27.5% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling