+55.6%
VFC vs STLD
+59.7%
-4.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.5% | +5.7% |
| 7D | +21.5% | -3.9% | +25.4% | +23.5% |
| 30D | +46.7% | -0.4% | +47.1% | +46.5% |
| 3M | +38.4% | -9.2% | +47.6% | +44.1% |
| 6M | +15.2% | +5.0% | +10.3% | +9.5% |
| YTD | +17.8% | +42.8% | -25.0% | -11.9% |
| 1Y | +55.6% | +60.1% | -4.5% | -4.0% |
| All | +55.6% | +59.7% | -4.1% | -4.0% |
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