-13.5%
VFC vs SM
+46.0%
-59.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -13.4% | +20.3% | -33.6% | -10.8% |
| 3M | -23.7% | +22.9% | -46.6% | -20.4% |
| 6M | -24.5% | +47.8% | -72.3% | -23.4% |
| YTD | -27.8% | +107.5% | -135.3% | -32.2% |
| 1Y | -13.5% | +51.7% | -65.2% | -9.8% |
| All | -13.5% | +46.0% | -59.5% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling