-59.7%
VFC vs SFM
+132.6%
-192.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.0% |
| YTD | -24.8% | +2.2% | -27.0% | -26.2% |
| 1Y | -8.2% | -41.9% | +33.7% | -0.2% |
| 3Y | -29.1% | +106.8% | -135.9% | -40.0% |
| 5Y | -79.2% | +231.6% | -310.7% | -84.1% |
| 10Y | -68.1% | +258.4% | -326.5% | -77.4% |
| All | -59.7% | +132.6% | -192.3% | -69.1% |
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