-14.4%
SMR vs VFC
-73.3%
+58.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.4% | -20.0% | -17.1% |
| 7D | -11.2% | -1.4% | -9.8% | -11.1% |
| 30D | -10.2% | -9.0% | -1.2% | -7.8% |
| 3M | -10.0% | -24.2% | +14.1% | -2.7% |
| 6M | -30.5% | -18.5% | -11.9% | -26.0% |
| YTD | -39.2% | -25.9% | -13.4% | -33.6% |
| 1Y | -75.5% | -13.0% | -62.5% | -75.0% |
| 3Y | +45.4% | -20.3% | +65.8% | +37.2% |
| All | -14.4% | -73.3% | +58.8% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling