-3.6%
SMR vs VFC
-72.9%
+69.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.3% |
| 7D | +4.4% | -1.6% | +6.0% | +4.9% |
| 30D | +3.4% | -11.6% | +15.0% | +7.5% |
| 3M | -19.2% | -18.1% | -1.1% | -14.5% |
| 6M | -22.6% | -27.4% | +4.7% | -14.6% |
| YTD | -31.5% | -24.8% | -6.7% | -25.3% |
| 1Y | -73.1% | -8.2% | -64.9% | -72.9% |
| 3Y | +55.0% | -29.1% | +84.1% | +50.9% |
| All | -3.6% | -72.9% | +69.3% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling