-22.4%
VFC vs SITM
+412.8%
-435.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -2.3% | +3.7% | -6.0% | -3.2% |
| 30D | -13.4% | -14.5% | +1.2% | -10.6% |
| 3M | -23.7% | -10.6% | -13.1% | -23.8% |
| 6M | -24.5% | +65.5% | -90.0% | -38.7% |
| YTD | -27.8% | +67.0% | -94.9% | -42.9% |
| 1Y | -13.5% | +138.6% | -152.1% | -41.1% |
| All | -22.4% | +412.8% | -435.3% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling