-48.6%
VFC vs SM
+18.0%
-66.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | +1.6% | +9.4% | -7.8% | +0.4% |
| 30D | +25.5% | -14.4% | +39.8% | +27.3% |
| 3M | +41.3% | +1.6% | +39.7% | +39.7% |
| 6M | +22.2% | +6.3% | +15.9% | +18.8% |
| YTD | +16.4% | +78.8% | -62.4% | +4.0% |
| 1Y | +38.4% | +83.1% | -44.7% | +23.2% |
| 3Y | +56.2% | -5.9% | +62.1% | +50.8% |
| 5Y | -68.2% | +4.8% | -73.0% | -70.4% |
| All | -48.6% | +18.0% | -66.6% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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