+228.7%
VTV vs SFM
+271.4%
-42.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.1% | -10.6% | +9.5% | +0.1% |
| 30D | -1.0% | -15.5% | +14.4% | +0.8% |
| 3M | +4.6% | -17.4% | +22.1% | +6.6% |
| 6M | +13.5% | -3.4% | +16.9% | +13.1% |
| YTD | +18.5% | -8.7% | +27.2% | +18.6% |
| 1Y | +22.9% | -47.2% | +70.1% | +31.0% |
| 3Y | +67.8% | +82.7% | -14.9% | +49.9% |
| 5Y | +81.8% | +214.3% | -132.5% | +47.9% |
| All | +228.7% | +271.4% | -42.7% | +147.1% |
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