+80.5%
VTV vs SFM
+212.1%
-131.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -2.1% | -8.8% | +6.7% | -1.3% |
| 30D | -1.3% | -14.5% | +13.1% | 0.0% |
| 3M | +5.6% | -16.8% | +22.5% | +7.2% |
| 6M | +12.4% | -5.3% | +17.7% | +12.2% |
| YTD | +17.6% | -9.4% | +27.0% | +17.8% |
| 1Y | +23.5% | -46.2% | +69.7% | +30.7% |
| 3Y | +67.0% | +81.3% | -14.2% | +50.9% |
| 5Y | +80.5% | +211.9% | -131.3% | +52.5% |
| All | +80.5% | +212.1% | -131.6% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling