+290.5%
VT vs SFM
+132.6%
+157.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.0% | -4.4% | +5.3% | +1.4% |
| 3M | +2.4% | +1.5% | +0.9% | +1.9% |
| 6M | +12.0% | +6.5% | +5.5% | +10.4% |
| YTD | +15.3% | +2.2% | +13.2% | +14.1% |
| 1Y | +22.6% | -41.9% | +64.5% | +28.8% |
| 3Y | +74.7% | +106.8% | -32.1% | +56.2% |
| 5Y | +66.1% | +231.6% | -165.4% | +38.2% |
| 10Y | +225.0% | +258.4% | -33.4% | +157.4% |
| All | +290.5% | +132.6% | +157.9% | +224.8% |
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