-68.8%
VFC vs SM
+12.3%
-81.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.3% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -11.9% | +31.5% | -43.5% | -15.2% |
| 3M | -20.2% | +17.3% | -37.5% | -22.5% |
| 6M | -23.0% | +48.5% | -71.5% | -28.4% |
| YTD | -26.2% | +106.3% | -132.5% | -34.7% |
| 1Y | -13.3% | +47.3% | -60.6% | -19.8% |
| 3Y | -25.5% | -1.4% | -24.0% | -28.1% |
| 5Y | -78.1% | +114.0% | -192.2% | -81.1% |
| 10Y | -68.8% | +12.5% | -81.3% | -79.0% |
| All | -68.8% | +12.3% | -81.1% | -79.0% |
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