+709.3%
VFC vs SM
+1,264.2%
-554.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.9% |
| 7D | +7.7% | -22.3% | +30.0% | +10.7% |
| 30D | +39.2% | -21.4% | +60.6% | +42.7% |
| 3M | +40.3% | +1.4% | +38.9% | +38.8% |
| 6M | +11.4% | +0.1% | +11.3% | +9.2% |
| YTD | +17.5% | +59.0% | -41.4% | +7.5% |
| 1Y | +45.9% | +64.3% | -18.5% | +32.7% |
| 3Y | +47.3% | -13.1% | +60.5% | +44.5% |
| 5Y | -67.2% | -13.9% | -53.3% | -68.7% |
| 10Y | -46.1% | +1.7% | -47.8% | -60.8% |
| All | +709.3% | +1,264.2% | -554.9% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling