+78.5%
VTV vs SFM
+27.3%
+51.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.9% | +6.0% | -3.1% | +2.5% |
| 30D | +3.8% | -19.5% | +23.2% | +4.9% |
| 3M | +1.6% | -37.0% | +38.6% | +4.3% |
| 6M | +11.2% | -41.0% | +52.2% | +14.5% |
| YTD | +22.0% | -34.6% | +56.6% | +24.3% |
| 1Y | +24.9% | -36.3% | +61.1% | +27.5% |
| 3Y | +78.5% | +24.5% | +53.9% | +70.6% |
| All | +78.5% | +27.3% | +51.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling