+38.4%
VFC vs STLD
+46.8%
-8.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.5% | +4.5% |
| 7D | +1.6% | +2.9% | -1.3% | +0.3% |
| 30D | +25.5% | -5.6% | +31.0% | +27.9% |
| 3M | +41.3% | -11.7% | +53.0% | +48.0% |
| 6M | +22.2% | -2.8% | +25.0% | +20.6% |
| YTD | +16.4% | +36.4% | -20.0% | -10.3% |
| 1Y | +38.4% | +50.0% | -11.6% | -7.2% |
| All | +38.4% | +46.8% | -8.3% | -7.2% |
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