-8.2%
VFC vs SCCO
+105.9%
-114.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -1.6% | -5.3% | +3.7% | -0.2% |
| 30D | -11.6% | +0.9% | -12.5% | -12.1% |
| 3M | -18.1% | +2.4% | -20.5% | -19.4% |
| 6M | -27.4% | -2.4% | -25.0% | -28.9% |
| YTD | -24.8% | +42.4% | -67.3% | -31.6% |
| 1Y | -8.2% | +105.6% | -113.9% | -16.5% |
| All | -8.2% | +105.9% | -114.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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