-77.7%
VFC vs SFM
+241.7%
-319.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.8% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | -4.4% | -7.3% | -11.0% |
| 3M | -18.1% | +1.5% | -19.6% | -18.8% |
| 6M | -27.4% | +6.5% | -33.8% | -29.2% |
| YTD | -24.8% | +2.2% | -27.0% | -26.3% |
| 1Y | -8.2% | -41.9% | +33.7% | +1.9% |
| 3Y | -29.1% | +106.8% | -135.9% | -42.4% |
| All | -77.7% | +241.7% | -319.4% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling