+402.2%
VFC vs SIRI
-17.9%
+420.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +0.8% | +4.3% | -3.4% | +0.6% |
| 30D | -11.9% | -2.8% | -9.1% | -11.8% |
| 3M | -20.2% | +5.9% | -26.1% | -20.5% |
| 6M | -23.0% | +31.9% | -54.9% | -24.4% |
| YTD | -26.2% | +48.7% | -74.9% | -28.1% |
| 1Y | -13.3% | +23.2% | -36.6% | -14.6% |
| 3Y | -25.5% | -23.9% | -1.6% | -25.0% |
| 5Y | -78.1% | -43.4% | -34.7% | -77.8% |
| 10Y | -68.8% | -13.6% | -55.2% | -68.9% |
| All | +402.2% | -17.9% | +420.1% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling