+191.6%
VFC vs SBAC
+2,208.1%
-2,016.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -11.6% | +6.9% | -18.6% | -12.3% |
| 3M | -18.1% | -8.2% | -9.9% | -17.5% |
| 6M | -27.4% | -1.6% | -25.7% | -27.7% |
| YTD | -24.8% | -0.1% | -24.7% | -25.3% |
| 1Y | -8.2% | -0.5% | -7.8% | -8.8% |
| 3Y | -29.1% | -9.1% | -20.0% | -29.3% |
| 5Y | -79.2% | -43.8% | -35.4% | -78.2% |
| 10Y | -68.1% | +80.5% | -148.6% | -70.3% |
| All | +191.6% | +2,208.1% | -2,016.5% | +124.1% |
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 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