-47.5%
VFC vs SM
+4.2%
-51.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +3.5% | -19.5% | +23.0% | +6.0% |
| 30D | +38.3% | -20.2% | +58.5% | +41.6% |
| 3M | +40.2% | -6.5% | +46.7% | +40.1% |
| 6M | +10.6% | +1.6% | +9.1% | +8.1% |
| YTD | +16.7% | +61.2% | -44.5% | +5.7% |
| 1Y | +45.0% | +65.4% | -20.4% | +30.7% |
| 3Y | +48.8% | -13.0% | +61.8% | +45.1% |
| 5Y | -67.6% | -4.3% | -63.3% | -69.5% |
| 10Y | -47.5% | +3.0% | -50.6% | -64.2% |
| All | -47.5% | +4.2% | -51.7% | -64.2% |
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