-47.5%
VFC vs STLD
+804.7%
-852.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -2.2% |
| 7D | +3.5% | -4.7% | +8.2% | +5.3% |
| 30D | +38.3% | -0.9% | +39.2% | +38.4% |
| 3M | +40.2% | -11.9% | +52.1% | +46.4% |
| 6M | +10.6% | +0.9% | +9.7% | +8.7% |
| YTD | +16.7% | +40.4% | -23.7% | -0.6% |
| 1Y | +45.0% | +56.6% | -11.6% | +18.2% |
| 3Y | +48.8% | +125.5% | -76.7% | +4.0% |
| 5Y | -67.6% | +292.8% | -360.4% | -82.5% |
| 10Y | -47.5% | +787.1% | -834.6% | -82.4% |
| All | -47.5% | +804.7% | -852.2% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling