+99.4%
STT vs VFC
-67.4%
+166.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.5% | +11.2% | -13.7% | -4.8% |
| 30D | -5.0% | +41.5% | -46.5% | -12.2% |
| 3M | -10.5% | +38.9% | -49.4% | -17.1% |
| 6M | +10.0% | +6.1% | +3.9% | +7.3% |
| YTD | +30.7% | +14.5% | +16.1% | +24.7% |
| 1Y | +43.8% | +46.0% | -2.2% | +29.4% |
| 3Y | +168.1% | +36.4% | +131.7% | +119.9% |
| All | +99.4% | -67.4% | +166.8% | +222.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling