+219.2%
VT vs SFM
+138.5%
+80.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | -0.1% | -6.9% | +6.8% | +0.6% |
| 30D | -3.1% | -25.0% | +21.9% | -0.7% |
| 3M | -3.5% | -42.7% | +39.2% | +1.5% |
| 6M | +0.5% | -41.0% | +41.5% | +5.0% |
| YTD | +10.8% | -38.7% | +49.4% | +14.8% |
| 1Y | +11.9% | -38.1% | +50.0% | +15.7% |
| 3Y | +73.0% | +19.3% | +53.6% | +62.5% |
| 5Y | +58.6% | +103.1% | -44.5% | +37.2% |
| 10Y | +219.2% | +131.1% | +88.1% | +162.7% |
| All | +219.2% | +138.5% | +80.7% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling