+47.3%
VFC vs STLD
+115.4%
-68.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.5% |
| 7D | +7.7% | -9.7% | +17.4% | +13.3% |
| 30D | +39.2% | -4.5% | +43.7% | +42.1% |
| 3M | +40.3% | -13.1% | +53.4% | +49.6% |
| 6M | +11.4% | -2.8% | +14.1% | +10.5% |
| YTD | +17.5% | +35.3% | -17.8% | -5.1% |
| 1Y | +45.9% | +51.4% | -5.5% | +10.2% |
| 3Y | +47.3% | +117.9% | -70.6% | -13.0% |
| All | +47.3% | +115.4% | -68.0% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling