+342.7%
VTV vs SFM
+48.8%
+293.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.9% | +6.0% | -3.1% | +2.3% |
| 30D | +3.8% | -19.5% | +23.2% | +5.7% |
| 3M | +1.6% | -37.0% | +38.6% | +6.1% |
| 6M | +11.2% | -41.0% | +52.2% | +16.7% |
| YTD | +22.0% | -34.6% | +56.6% | +25.9% |
| 1Y | +24.9% | -36.3% | +61.1% | +29.2% |
| 3Y | +78.5% | +24.5% | +53.9% | +66.7% |
| 5Y | +77.8% | +115.9% | -38.1% | +52.2% |
| 10Y | +231.1% | +139.5% | +91.6% | +169.1% |
| All | +342.7% | +48.8% | +293.9% | +276.5% |
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 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