-37.4%
VFC vs SFM
+39.6%
-77.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | +3.5% | -6.9% | +10.4% | +4.8% |
| 30D | +38.3% | -25.0% | +63.2% | +43.8% |
| 3M | +40.2% | -42.7% | +82.9% | +52.8% |
| 6M | +10.6% | -41.0% | +51.6% | +19.3% |
| YTD | +16.7% | -38.7% | +55.4% | +24.0% |
| 1Y | +45.0% | -38.1% | +83.1% | +53.7% |
| 3Y | +48.8% | +19.3% | +29.4% | +37.0% |
| 5Y | -67.6% | +103.1% | -170.7% | -73.4% |
| 10Y | -47.5% | +131.1% | -178.6% | -60.1% |
| All | -37.4% | +39.6% | -77.0% | -48.1% |
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