-78.1%
VFC vs SM
+111.2%
-189.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.6% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -11.9% | +31.5% | -43.5% | -17.2% |
| 3M | -20.2% | +17.3% | -37.5% | -24.1% |
| 6M | -23.0% | +48.5% | -71.5% | -32.7% |
| YTD | -26.2% | +106.3% | -132.5% | -41.7% |
| 1Y | -13.3% | +47.3% | -60.6% | -25.0% |
| 3Y | -25.5% | -1.4% | -24.0% | -31.9% |
| 5Y | -78.1% | +114.0% | -192.2% | -81.9% |
| All | -78.1% | +111.2% | -189.3% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling