+467.6%
VFC vs STLD
+7,971.8%
-7,504.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -1.0% |
| 7D | +10.9% | -12.5% | +23.3% | +14.5% |
| 30D | +40.6% | -6.8% | +47.5% | +43.0% |
| 3M | +34.4% | -16.4% | +50.8% | +40.0% |
| 6M | +12.3% | -6.1% | +18.4% | +13.4% |
| YTD | +14.4% | +32.0% | -17.6% | +5.9% |
| 1Y | +40.6% | +45.5% | -4.9% | +27.2% |
| 3Y | +40.1% | +106.5% | -66.4% | +16.4% |
| 5Y | -67.6% | +267.2% | -334.8% | -77.0% |
| 10Y | -45.9% | +878.9% | -924.8% | -70.4% |
| All | +467.6% | +7,971.8% | -7,504.2% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling