+2,285.7%
STM vs VFC
+454.0%
+1,831.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.9% |
| 7D | +5.8% | -1.6% | +7.4% | +6.5% |
| 30D | -1.0% | -11.6% | +10.6% | +4.2% |
| 3M | -33.3% | -18.1% | -15.2% | -28.3% |
| 6M | +57.4% | -27.4% | +84.7% | +76.1% |
| YTD | +102.2% | -24.8% | +127.0% | +121.3% |
| 1Y | +99.6% | -8.2% | +107.8% | +96.2% |
| 3Y | +14.5% | -29.1% | +43.6% | +4.6% |
| 5Y | +21.4% | -79.2% | +100.5% | +95.9% |
| 10Y | +695.0% | -68.1% | +763.1% | +856.6% |
| All | +2,285.7% | +454.0% | +1,831.7% | +768.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling