+7.5%
SMR vs VFC
-74.0%
+81.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.6% |
| 7D | +13.1% | -2.3% | +15.4% | +13.8% |
| 30D | +17.8% | -13.4% | +31.1% | +23.1% |
| 3M | +8.1% | -23.7% | +31.8% | +17.0% |
| 6M | -11.1% | -24.5% | +13.4% | -3.0% |
| YTD | -23.7% | -27.8% | +4.1% | -15.7% |
| 1Y | -69.4% | -13.5% | -56.0% | -68.6% |
| 3Y | +82.6% | -27.1% | +109.7% | +76.9% |
| All | +7.5% | -74.0% | +81.4% | +16.2% |
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