+8,652.1%
STX vs VFC
+351.5%
+8,300.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -28.5% | +11.2% | -39.7% | -31.2% |
| 30D | -42.9% | +41.5% | -84.4% | -49.6% |
| 3M | -45.9% | +38.9% | -84.8% | -52.1% |
| 6M | -41.3% | +6.1% | -47.4% | -44.4% |
| YTD | +67.9% | +14.5% | +53.4% | +53.2% |
| 1Y | +66.5% | +46.0% | +20.6% | +38.1% |
| 3Y | +588.0% | +36.4% | +551.6% | +400.7% |
| 5Y | +449.1% | -67.5% | +516.6% | +612.1% |
| 10Y | +1,982.8% | -45.8% | +2,028.7% | +1,790.3% |
| All | +8,652.1% | +351.5% | +8,300.7% | +2,497.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling