+6,495.0%
STT vs VFC
+1,367.6%
+5,127.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +1.1% | +3.5% | -2.4% | -0.3% |
| 30D | -1.9% | +38.3% | -40.2% | -14.7% |
| 3M | -7.6% | +40.2% | -47.8% | -20.4% |
| 6M | +16.0% | +10.6% | +5.4% | +8.1% |
| YTD | +36.2% | +16.7% | +19.4% | +22.7% |
| 1Y | +46.8% | +45.0% | +1.8% | +19.6% |
| 3Y | +177.8% | +48.8% | +129.0% | +79.3% |
| 5Y | +105.8% | -67.6% | +173.4% | +166.1% |
| 10Y | +197.6% | -47.5% | +245.1% | +185.0% |
| All | +6,495.0% | +1,367.6% | +5,127.4% | +1,887.0% |
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 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