-38.6%
VFC vs SFM
+40.3%
-78.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +5.0% | +1.0% |
| 7D | +11.2% | -1.2% | +12.4% | +11.3% |
| 30D | +41.5% | -24.8% | +66.3% | +47.1% |
| 3M | +38.9% | -43.7% | +82.6% | +51.9% |
| 6M | +6.1% | -37.3% | +43.4% | +13.2% |
| YTD | +14.5% | -38.4% | +52.9% | +21.6% |
| 1Y | +46.0% | -36.9% | +82.9% | +54.2% |
| 3Y | +36.4% | +20.7% | +15.7% | +25.3% |
| 5Y | -67.5% | +103.5% | -171.0% | -73.3% |
| 10Y | -45.8% | +139.7% | -185.6% | -59.0% |
| All | -38.6% | +40.3% | -78.9% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling