+688.8%
VFC vs SM
+1,302.7%
-613.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | +11.2% | -25.9% | +37.1% | +14.9% |
| 30D | +41.5% | -15.1% | +56.6% | +43.7% |
| 3M | +38.9% | +4.9% | +34.1% | +36.9% |
| 6M | +6.1% | +6.1% | 0.0% | +3.3% |
| YTD | +14.5% | +63.4% | -48.9% | +4.5% |
| 1Y | +46.0% | +72.5% | -26.5% | +32.1% |
| 3Y | +36.4% | -16.9% | +53.3% | +34.5% |
| 5Y | -67.5% | -10.6% | -56.9% | -69.1% |
| 10Y | -45.8% | +11.3% | -57.1% | -61.0% |
| All | +688.8% | +1,302.7% | -613.9% | +329.8% |
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 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