+673.8%
STX vs VFC
+50.0%
+623.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.6% |
| 7D | +14.6% | +1.6% | +13.0% | +14.3% |
| 30D | -26.0% | +25.5% | -51.4% | -28.8% |
| 3M | -42.6% | +41.3% | -83.9% | -46.0% |
| 6M | -35.3% | +22.2% | -57.5% | -38.4% |
| YTD | +92.5% | +16.4% | +76.1% | +83.7% |
| 1Y | +102.4% | +38.4% | +64.0% | +86.0% |
| 3Y | +673.8% | +56.2% | +617.6% | +605.3% |
| All | +673.8% | +50.0% | +623.9% | +605.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling