+422.5%
STM vs VFC
-44.8%
+467.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.8% |
| 7D | -5.6% | +7.7% | -13.3% | -8.0% |
| 30D | -14.4% | +39.2% | -53.6% | -24.1% |
| 3M | -20.5% | +40.3% | -60.7% | -29.8% |
| 6M | -24.5% | +11.4% | -35.9% | -28.7% |
| YTD | +72.7% | +17.5% | +55.2% | +58.3% |
| 1Y | +91.0% | +45.9% | +45.2% | +61.3% |
| 3Y | +13.5% | +47.3% | -33.8% | -17.9% |
| 5Y | -9.2% | -67.2% | +58.0% | +27.9% |
| 10Y | +422.5% | -46.1% | +468.6% | +585.0% |
| All | +422.5% | -44.8% | +467.3% | +585.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling