-22.4%
VFC vs SIRI
-24.2%
+1.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -2.3% | -3.9% | +1.6% | -1.1% |
| 30D | -13.4% | -0.8% | -12.5% | -13.3% |
| 3M | -23.7% | +4.3% | -28.0% | -25.1% |
| 6M | -24.5% | +34.1% | -58.5% | -31.9% |
| YTD | -27.8% | +47.3% | -75.2% | -37.3% |
| 1Y | -13.5% | +22.9% | -36.4% | -20.3% |
| All | -22.4% | -24.2% | +1.8% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling