-78.3%
VFC vs SNY
+9.4%
-87.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | -1.4% | -3.3% | +1.9% | -0.1% |
| 30D | -9.0% | -2.2% | -6.8% | -8.2% |
| 3M | -24.2% | -3.0% | -21.1% | -23.2% |
| 6M | -18.5% | +2.7% | -21.2% | -19.2% |
| YTD | -25.9% | -6.8% | -19.0% | -23.9% |
| 1Y | -13.0% | -5.3% | -7.7% | -11.1% |
| 3Y | -20.3% | -9.8% | -10.5% | -17.9% |
| All | -78.3% | +9.4% | -87.8% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling