+16,011.1%
STX vs VFC
+196.3%
+15,814.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +5.5% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | +1.4% | -11.6% | +13.0% | +5.6% |
| 3M | -8.2% | -18.1% | +9.9% | -4.0% |
| 6M | +127.0% | -27.4% | +154.4% | +146.0% |
| YTD | +209.1% | -24.8% | +234.0% | +228.5% |
| 1Y | +365.4% | -8.2% | +373.6% | +353.8% |
| 3Y | +1,135.4% | -29.1% | +1,164.5% | +1,027.1% |
| 5Y | +991.5% | -79.2% | +1,070.7% | +1,558.8% |
| 10Y | +3,695.8% | -68.1% | +3,763.9% | +4,133.8% |
| All | +16,011.1% | +196.3% | +15,814.8% | +5,469.2% |
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