+417.7%
VFC vs SM
+1,608.3%
-1,190.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.6% | +26.3% | -37.9% | -14.3% |
| 3M | -18.1% | +8.7% | -26.8% | -19.7% |
| 6M | -27.4% | +51.7% | -79.0% | -32.4% |
| YTD | -24.8% | +99.0% | -123.9% | -32.6% |
| 1Y | -8.2% | +34.6% | -42.8% | -13.7% |
| 3Y | -29.1% | -7.8% | -21.4% | -30.6% |
| 5Y | -79.2% | +104.8% | -183.9% | -81.9% |
| 10Y | -68.1% | +7.2% | -75.3% | -76.9% |
| All | +417.7% | +1,608.3% | -1,190.6% | +177.3% |
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