-53.7%
SMR vs VFC
-58.0%
+4.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.6% | -4.3% |
| 7D | -8.3% | +1.6% | -9.9% | -8.7% |
| 30D | -20.1% | +25.5% | -45.6% | -25.6% |
| 3M | -52.7% | +41.3% | -94.0% | -57.9% |
| 6M | -61.0% | +22.2% | -83.3% | -64.0% |
| YTD | -67.1% | +16.4% | -83.5% | -69.0% |
| 1Y | -79.9% | +38.4% | -118.3% | -82.1% |
| 3Y | +101.7% | +56.2% | +45.5% | +56.7% |
| All | -53.7% | -58.0% | +4.3% | -57.3% |
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