+73.2%
STX vs VFC
+42.4%
+30.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +9.8% |
| 7D | -14.8% | +7.7% | -22.4% | -14.5% |
| 30D | -35.4% | +39.2% | -74.6% | -35.0% |
| 3M | -37.7% | +40.3% | -77.9% | -37.5% |
| 6M | -35.2% | +11.4% | -46.6% | -34.1% |
| YTD | +84.4% | +17.5% | +66.9% | +79.4% |
| All | +73.2% | +42.4% | +30.8% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling