-68.0%
VFC vs SFM
+296.2%
-364.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.6% |
| 7D | +0.8% | -5.8% | +6.7% | +2.0% |
| 30D | -11.9% | -11.4% | -0.6% | -10.0% |
| 3M | -20.2% | -12.2% | -8.0% | -18.6% |
| 6M | -23.0% | -5.2% | -17.8% | -23.0% |
| YTD | -26.2% | -4.5% | -21.7% | -26.7% |
| 1Y | -13.3% | -45.4% | +32.1% | -4.1% |
| 3Y | -25.5% | +91.1% | -116.6% | -36.8% |
| 5Y | -78.1% | +226.8% | -304.9% | -83.6% |
| All | -68.0% | +296.2% | -364.2% | -78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling