+55.6%
VFC vs SFM
-35.8%
+91.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +4.5% |
| 7D | +21.5% | -12.3% | +33.7% | +20.8% |
| 30D | +46.7% | -16.2% | +62.9% | +46.1% |
| 3M | +38.4% | -36.8% | +75.2% | +39.5% |
| 6M | +15.2% | -32.6% | +47.8% | +16.5% |
| YTD | +17.8% | -31.7% | +49.5% | +21.3% |
| 1Y | +55.6% | -35.0% | +90.6% | +63.1% |
| All | +55.6% | -35.8% | +91.4% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling