+131.4%
VMC vs SFM
+140.8%
-9.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.3% |
| 7D | -4.3% | -7.1% | +2.8% | -3.6% |
| 30D | +16.2% | -21.4% | +37.6% | +18.3% |
| 3M | -0.8% | -40.1% | +39.3% | +3.6% |
| 6M | +1.2% | -38.0% | +39.2% | +5.0% |
| YTD | +0.5% | -36.5% | +37.0% | +3.5% |
| 1Y | -2.9% | -35.2% | +32.3% | -0.3% |
| 3Y | +37.3% | +23.5% | +13.9% | +30.6% |
| 5Y | +48.8% | +109.7% | -60.9% | +33.9% |
| 10Y | +131.4% | +132.6% | -1.1% | +108.5% |
| All | +131.4% | +140.8% | -9.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling