-13.0%
VFC vs SNY
-4.5%
-8.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | -1.4% | -3.3% | +1.9% | +1.0% |
| 30D | -9.0% | -2.2% | -6.8% | -7.6% |
| 3M | -24.2% | -3.0% | -21.1% | -22.2% |
| 6M | -18.5% | +2.7% | -21.2% | -20.0% |
| YTD | -25.9% | -6.8% | -19.0% | -21.8% |
| 1Y | -13.0% | -5.3% | -7.7% | -10.5% |
| All | -13.0% | -4.5% | -8.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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