+1,740.6%
VRT vs SFM
+124.8%
+1,615.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.3% | +4.1% |
| 7D | -21.4% | -1.2% | -20.1% | -21.4% |
| 30D | -25.8% | -24.8% | -1.1% | -23.6% |
| 3M | -33.5% | -43.7% | +10.2% | -28.6% |
| 6M | -49.0% | -37.3% | -11.8% | -46.8% |
| YTD | +12.9% | -38.4% | +51.3% | +17.3% |
| 1Y | 0.0% | -36.9% | +36.9% | +3.2% |
| 3Y | +361.8% | +20.7% | +341.1% | +333.5% |
| 5Y | +565.1% | +103.5% | +461.7% | +473.1% |
| All | +1,740.6% | +124.8% | +1,615.8% | +1,444.7% |
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