-81.7%
VFC vs SITM
+4,532.8%
-4,614.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | -3.3% | +4.8% | -8.1% | -4.2% |
| 30D | -14.0% | -9.7% | -4.3% | -12.7% |
| 3M | -22.6% | -9.3% | -13.2% | -22.9% |
| 6M | -24.7% | +69.5% | -94.2% | -35.4% |
| YTD | -29.0% | +70.5% | -99.5% | -40.0% |
| 1Y | -13.8% | +145.3% | -159.0% | -33.9% |
| 3Y | -28.2% | +432.8% | -461.0% | -55.0% |
| 5Y | -79.0% | +174.0% | -253.0% | -86.6% |
| All | -81.7% | +4,532.8% | -4,614.5% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling