+350.7%
VFC vs SBAC
+2,215.3%
-1,864.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.4% | -2.8% | +1.4% | -1.1% |
| 30D | +30.7% | +3.1% | +27.6% | +30.2% |
| 3M | +40.6% | +5.1% | +35.5% | +39.7% |
| 6M | +16.5% | -11.4% | +27.9% | +17.6% |
| YTD | +16.2% | +0.2% | +16.0% | +15.3% |
| 1Y | +42.4% | -3.9% | +46.4% | +42.0% |
| 3Y | +48.1% | -7.7% | +55.7% | +47.4% |
| 5Y | -67.8% | -39.7% | -28.1% | -66.5% |
| 10Y | -48.5% | +111.9% | -160.4% | -52.7% |
| All | +350.7% | +2,215.3% | -1,864.6% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling