+377.5%
VFC vs SCCO
+35,670.2%
-35,292.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -3.2% |
| 7D | +0.8% | +3.4% | -2.6% | -0.1% |
| 30D | -11.9% | +6.6% | -18.6% | -13.7% |
| 3M | -20.2% | +24.5% | -44.6% | -25.1% |
| 6M | -23.0% | +16.5% | -39.5% | -27.0% |
| YTD | -26.2% | +52.1% | -78.3% | -35.4% |
| 1Y | -13.3% | +114.2% | -127.5% | -31.1% |
| 3Y | -25.5% | +207.4% | -232.9% | -46.4% |
| 5Y | -78.1% | +353.7% | -431.9% | -85.9% |
| 10Y | -68.8% | +1,144.5% | -1,213.3% | -84.3% |
| All | +377.5% | +35,670.2% | -35,292.7% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling