-8.2%
VFC vs STLD
+89.3%
-97.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.2% |
| 7D | -1.6% | +3.1% | -4.8% | -3.2% |
| 30D | -11.6% | -9.0% | -2.6% | -7.6% |
| 3M | -18.1% | -12.4% | -5.7% | -12.8% |
| 6M | -27.4% | +25.5% | -52.9% | -37.6% |
| YTD | -24.8% | +43.6% | -68.4% | -41.6% |
| 1Y | -8.2% | +87.2% | -95.4% | -38.4% |
| All | -8.2% | +89.3% | -97.5% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling