-8.2%
VFC vs SITM
+174.8%
-183.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.2% | +1.9% |
| 7D | -1.6% | +9.7% | -11.3% | -2.3% |
| 30D | -11.6% | +12.7% | -24.3% | -12.8% |
| 3M | -18.1% | -13.4% | -4.7% | -17.7% |
| 6M | -27.4% | +59.6% | -87.0% | -32.7% |
| YTD | -24.8% | +73.3% | -98.1% | -30.7% |
| 1Y | -8.2% | +165.5% | -173.8% | -19.9% |
| All | -8.2% | +174.8% | -183.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling