+213.7%
VT vs SFM
+138.2%
+75.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.1% | +0.7% |
| 7D | -2.3% | -1.2% | -1.1% | -2.3% |
| 30D | -5.0% | -24.8% | +19.8% | -2.7% |
| 3M | -4.9% | -43.7% | +38.8% | +0.2% |
| 6M | -1.5% | -37.3% | +35.7% | +2.2% |
| YTD | +8.5% | -38.4% | +46.9% | +12.3% |
| 1Y | +11.4% | -36.9% | +48.3% | +14.9% |
| 3Y | +70.1% | +20.7% | +49.4% | +59.6% |
| 5Y | +53.7% | +103.5% | -49.8% | +33.1% |
| All | +213.7% | +138.2% | +75.4% | +158.1% |
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 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