+97.4%
STM vs VFC
-11.5%
+108.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | -7.4% | -11.9% | +4.6% | -4.6% |
| 3M | -30.6% | -20.2% | -10.5% | -27.2% |
| 6M | +66.4% | -23.0% | +89.4% | +72.4% |
| YTD | +101.1% | -26.2% | +127.4% | +109.7% |
| 1Y | +97.4% | -13.3% | +110.7% | +92.7% |
| All | +97.4% | -11.5% | +108.8% | +92.7% |
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