-68.5%
VFC vs SIRI
-10.2%
-58.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.0% |
| 7D | -1.4% | +0.6% | -1.9% | -1.6% |
| 30D | -9.0% | +2.5% | -11.5% | -9.9% |
| 3M | -24.2% | +6.6% | -30.8% | -26.2% |
| 6M | -18.5% | +32.9% | -51.4% | -26.7% |
| YTD | -25.9% | +50.5% | -76.3% | -36.5% |
| 1Y | -13.0% | +28.0% | -41.0% | -21.5% |
| 3Y | -20.3% | -22.4% | +2.1% | -19.5% |
| 5Y | -78.1% | -41.3% | -36.8% | -77.2% |
| All | -68.5% | -10.2% | -58.3% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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