+3,676.0%
STX vs VFC
-69.1%
+3,745.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.3% | +7.0% |
| 7D | +10.7% | +0.8% | +9.9% | +10.5% |
| 30D | +11.3% | -11.9% | +23.2% | +14.9% |
| 3M | +3.2% | -20.2% | +23.4% | +7.5% |
| 6M | +157.0% | -23.0% | +180.0% | +168.8% |
| YTD | +229.2% | -26.2% | +255.4% | +246.6% |
| 1Y | +381.8% | -13.3% | +395.2% | +380.2% |
| 3Y | +1,383.2% | -25.5% | +1,408.6% | +1,277.1% |
| 5Y | +1,144.9% | -78.1% | +1,223.0% | +1,691.4% |
| 10Y | +3,676.0% | -68.8% | +3,744.8% | +4,897.0% |
| All | +3,676.0% | -69.1% | +3,745.1% | +4,897.0% |
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 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