-68.5%
VFC vs SCCO
+1,104.1%
-1,172.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -1.4% | -2.7% | +1.3% | -0.5% |
| 30D | -9.0% | -0.7% | -8.3% | -9.4% |
| 3M | -24.2% | +8.1% | -32.3% | -27.7% |
| 6M | -18.5% | +4.1% | -22.6% | -22.1% |
| YTD | -25.9% | +41.1% | -67.0% | -39.6% |
| 1Y | -13.0% | +95.6% | -108.5% | -39.9% |
| 3Y | -20.3% | +179.3% | -199.6% | -54.9% |
| 5Y | -78.1% | +308.3% | -386.4% | -90.0% |
| All | -68.5% | +1,104.1% | -1,172.6% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling