+139.0%
VRT vs SFM
-45.2%
+184.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +2.9% |
| 7D | +13.6% | -5.8% | +19.4% | +12.8% |
| 30D | +6.8% | -11.4% | +18.1% | +5.4% |
| 3M | -3.2% | -12.2% | +9.0% | -4.0% |
| 6M | +20.3% | -5.2% | +25.5% | +19.5% |
| YTD | +79.6% | -4.5% | +84.1% | +78.9% |
| 1Y | +139.0% | -45.4% | +184.4% | +138.9% |
| All | +139.0% | -45.2% | +184.2% | +138.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling