-48.0%
SMR vs VFC
-58.1%
+10.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.9% | -1.4% | +3.3% | +2.6% |
| 30D | -21.9% | +30.7% | -52.7% | -28.4% |
| 3M | -47.1% | +40.6% | -87.7% | -52.9% |
| 6M | -60.6% | +16.5% | -77.1% | -63.1% |
| YTD | -63.1% | +16.2% | -79.3% | -65.2% |
| 1Y | -80.4% | +42.4% | -122.9% | -82.8% |
| 3Y | +150.2% | +48.1% | +102.2% | +96.8% |
| All | -48.0% | -58.1% | +10.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling