+379.7%
VRT vs SFM
+27.3%
+352.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -5.0% | -3.7% |
| 7D | +10.5% | +6.0% | +4.5% | +9.9% |
| 30D | -9.3% | -19.5% | +10.1% | -7.7% |
| 3M | -29.6% | -37.0% | +7.4% | -25.8% |
| 6M | -45.4% | -41.0% | -4.3% | -42.1% |
| YTD | +24.8% | -34.6% | +59.5% | +27.5% |
| 1Y | +23.6% | -36.3% | +59.9% | +27.1% |
| 3Y | +379.7% | +24.5% | +355.1% | +299.2% |
| All | +379.7% | +27.3% | +352.3% | +299.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling