-85.6%
SMR vs VFC
+52.5%
-138.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -6.1% |
| 7D | -9.5% | +21.5% | -31.0% | -16.4% |
| 30D | -33.2% | +46.7% | -79.9% | -43.0% |
| 3M | -45.9% | +38.4% | -84.3% | -52.8% |
| 6M | -57.9% | +15.2% | -73.1% | -60.3% |
| YTD | -63.8% | +17.8% | -81.6% | -66.1% |
| 1Y | -85.6% | +55.6% | -141.2% | -88.8% |
| All | -85.6% | +52.5% | -138.1% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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