+443.6%
STX vs VFC
-67.4%
+511.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -28.5% | +11.2% | -39.7% | -30.2% |
| 30D | -42.9% | +41.5% | -84.4% | -47.2% |
| 3M | -45.9% | +38.9% | -84.8% | -49.9% |
| 6M | -41.3% | +6.1% | -47.4% | -43.0% |
| YTD | +67.9% | +14.5% | +53.4% | +58.8% |
| 1Y | +66.5% | +46.0% | +20.6% | +47.7% |
| 3Y | +588.0% | +36.4% | +551.6% | +470.5% |
| All | +443.6% | -67.4% | +511.1% | +712.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling