+177.0%
STAA vs VT
+215.5%
-38.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.9% |
| 7D | +2.7% | -2.3% | +5.0% | +5.8% |
| 30D | +12.7% | -5.0% | +17.7% | +20.0% |
| 3M | +9.0% | -4.9% | +13.9% | +15.7% |
| 6M | -9.2% | -1.5% | -7.6% | -8.4% |
| YTD | +9.2% | +8.5% | +0.7% | -3.7% |
| 1Y | -5.3% | +11.4% | -16.7% | -19.8% |
| 3Y | -26.9% | +70.1% | -97.0% | -65.1% |
| 5Y | -78.2% | +53.7% | -131.9% | -87.6% |
| All | +177.0% | +215.5% | -38.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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