+1,937.6%
STM vs VFC
+766.1%
+1,171.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.6% |
| 7D | -5.6% | +7.7% | -13.3% | -8.5% |
| 30D | -14.4% | +39.2% | -53.6% | -26.1% |
| 3M | -20.5% | +40.3% | -60.7% | -31.7% |
| 6M | -24.5% | +11.4% | -35.9% | -29.7% |
| YTD | +72.7% | +17.5% | +55.2% | +55.0% |
| 1Y | +91.0% | +45.9% | +45.2% | +55.2% |
| 3Y | +13.5% | +47.3% | -33.8% | -23.5% |
| 5Y | -9.2% | -67.2% | +58.0% | +20.5% |
| 10Y | +422.5% | -46.1% | +468.6% | +396.5% |
| All | +1,937.6% | +766.1% | +1,171.5% | +508.2% |
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