+55.6%
VFC vs SITM
+47.5%
+8.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.4% | +13.8% | +4.8% |
| 7D | +21.5% | -19.5% | +41.0% | +22.6% |
| 30D | +46.7% | -43.2% | +89.9% | +51.0% |
| 3M | +38.4% | -30.8% | +69.2% | +40.1% |
| 6M | +15.2% | -28.6% | +43.8% | +15.1% |
| YTD | +17.8% | +14.2% | +3.6% | +12.9% |
| 1Y | +55.6% | +44.4% | +11.2% | +48.8% |
| All | +55.6% | +47.5% | +8.0% | +48.8% |
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