+99.6%
STM vs VFC
-6.8%
+106.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | +5.8% | -1.6% | +7.4% | +6.2% |
| 30D | -1.0% | -11.6% | +10.6% | +1.9% |
| 3M | -33.3% | -18.1% | -15.2% | -30.4% |
| 6M | +57.4% | -27.4% | +84.7% | +65.2% |
| YTD | +102.2% | -24.8% | +127.0% | +109.8% |
| 1Y | +99.6% | -8.2% | +107.8% | +92.4% |
| All | +99.6% | -6.8% | +106.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling