+9,509.3%
STX vs VFC
+363.2%
+9,146.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.9% |
| 7D | -14.8% | +7.7% | -22.4% | -16.8% |
| 30D | -35.4% | +39.2% | -74.6% | -42.6% |
| 3M | -37.7% | +40.3% | -77.9% | -45.0% |
| 6M | -35.2% | +11.4% | -46.6% | -39.6% |
| YTD | +84.4% | +17.5% | +66.9% | +66.9% |
| 1Y | +82.3% | +45.9% | +36.4% | +51.4% |
| 3Y | +646.2% | +47.3% | +598.9% | +427.3% |
| 5Y | +487.4% | -67.2% | +554.6% | +660.9% |
| 10Y | +2,071.0% | -46.1% | +2,117.1% | +1,883.8% |
| All | +9,509.3% | +363.2% | +9,146.1% | +2,729.2% |
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