+361.8%
VRT vs SFM
+18.5%
+343.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.3% | +3.9% |
| 7D | -21.4% | -1.2% | -20.1% | -21.4% |
| 30D | -25.8% | -24.8% | -1.1% | -24.0% |
| 3M | -33.5% | -43.7% | +10.2% | -29.0% |
| 6M | -49.0% | -37.3% | -11.8% | -47.3% |
| YTD | +12.9% | -38.4% | +51.3% | +16.1% |
| 1Y | 0.0% | -36.9% | +36.9% | +1.7% |
| 3Y | +361.8% | +20.7% | +341.1% | +283.9% |
| All | +361.8% | +18.5% | +343.3% | +283.9% |
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 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