-68.7%
VFC vs SFM
+280.6%
-349.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.4% |
| 7D | -2.3% | -7.2% | +4.8% | -1.0% |
| 30D | -13.4% | -14.3% | +1.0% | -10.9% |
| 3M | -23.7% | -13.7% | -10.0% | -21.9% |
| 6M | -24.5% | -6.0% | -18.4% | -24.4% |
| YTD | -27.8% | -8.2% | -19.6% | -27.7% |
| 1Y | -13.5% | -46.2% | +32.8% | -4.0% |
| 3Y | -27.1% | +83.6% | -110.7% | -37.7% |
| 5Y | -79.0% | +212.7% | -291.7% | -84.2% |
| 10Y | -68.7% | +273.0% | -341.7% | -78.5% |
| All | -68.7% | +280.6% | -349.3% | -78.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling