+905.2%
VRT vs SFM
+230.0%
+675.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.8% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | +0.9% | -4.4% | +5.3% | +1.6% |
| 3M | -13.4% | +1.5% | -14.9% | -14.5% |
| 6M | +11.7% | +6.5% | +5.2% | +7.6% |
| YTD | +73.2% | +2.2% | +71.1% | +67.9% |
| 1Y | +123.4% | -41.9% | +165.3% | +151.7% |
| 3Y | +606.2% | +106.8% | +499.4% | +477.3% |
| All | +905.2% | +230.0% | +675.3% | +604.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling