+1,972.8%
STX vs VFC
-48.6%
+2,021.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.9% |
| 7D | +14.6% | +1.6% | +13.0% | +14.1% |
| 30D | -26.0% | +25.5% | -51.4% | -30.4% |
| 3M | -42.6% | +41.3% | -83.9% | -47.8% |
| 6M | -35.3% | +22.2% | -57.5% | -40.0% |
| YTD | +92.5% | +16.4% | +76.1% | +79.1% |
| 1Y | +102.4% | +38.4% | +64.0% | +78.5% |
| 3Y | +673.8% | +56.2% | +617.6% | +487.7% |
| 5Y | +463.1% | -68.2% | +531.2% | +638.4% |
| All | +1,972.8% | -48.6% | +2,021.5% | +2,392.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling