+331.3%
VTV vs SFM
+117.5%
+213.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.1% |
| 7D | +0.3% | -5.8% | +6.1% | +0.9% |
| 30D | +0.1% | -11.4% | +11.5% | +1.4% |
| 3M | +6.2% | -12.2% | +18.4% | +7.4% |
| 6M | +13.5% | -5.2% | +18.6% | +13.4% |
| YTD | +18.9% | -4.5% | +23.3% | +18.4% |
| 1Y | +25.8% | -45.4% | +71.2% | +33.3% |
| 3Y | +68.7% | +91.1% | -22.3% | +51.1% |
| 5Y | +80.3% | +226.8% | -146.5% | +48.2% |
| 10Y | +226.3% | +291.9% | -65.6% | +152.7% |
| All | +331.3% | +117.5% | +213.8% | +254.0% |
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