-22.4%
VFC vs SCCO
+199.6%
-222.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -2.3% | +2.4% | -4.8% | -3.4% |
| 30D | -13.4% | +6.4% | -19.8% | -16.0% |
| 3M | -23.7% | +21.6% | -45.3% | -30.4% |
| 6M | -24.5% | +13.4% | -37.9% | -30.1% |
| YTD | -27.8% | +52.6% | -80.5% | -43.5% |
| 1Y | -13.5% | +122.4% | -135.8% | -45.2% |
| All | -22.4% | +199.6% | -222.1% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling