+2,723.0%
VRT vs SFM
+272.7%
+2,450.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.9% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | +0.9% | -4.4% | +5.3% | +1.5% |
| 3M | -13.4% | +1.5% | -14.9% | -14.3% |
| 6M | +11.7% | +6.5% | +5.2% | +8.5% |
| YTD | +73.2% | +2.2% | +71.1% | +69.1% |
| 1Y | +123.4% | -41.9% | +165.3% | +142.9% |
| 3Y | +606.2% | +106.8% | +499.4% | +519.4% |
| 5Y | +899.9% | +231.6% | +668.3% | +710.3% |
| All | +2,723.0% | +272.7% | +2,450.3% | +2,126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling