-47.2%
VFC vs STLD
+868.9%
-916.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +11.2% | -11.1% | +22.3% | +16.5% |
| 30D | +41.5% | -4.8% | +46.3% | +44.0% |
| 3M | +38.9% | -14.6% | +53.5% | +47.0% |
| 6M | +6.1% | -7.4% | +13.5% | +8.1% |
| YTD | +14.5% | +32.6% | -18.0% | 0.0% |
| 1Y | +46.0% | +47.3% | -1.4% | +22.2% |
| 3Y | +36.4% | +107.5% | -71.2% | -1.3% |
| 5Y | -67.5% | +268.8% | -336.4% | -81.9% |
| All | -47.2% | +868.9% | -916.1% | -82.3% |
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