-85.6%
STAA vs VT
+66.2%
-151.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +6.2% | +0.4% | +5.7% | +5.4% |
| 30D | +2.7% | +1.0% | +1.7% | +1.2% |
| 3M | -21.4% | +2.4% | -23.8% | -24.6% |
| 6M | +22.1% | +12.0% | +10.1% | +1.4% |
| YTD | +1.6% | +15.3% | -13.7% | -19.6% |
| 1Y | -15.5% | +22.6% | -38.1% | -40.1% |
| 3Y | -45.5% | +74.7% | -120.2% | -79.6% |
| All | -85.6% | +66.2% | -151.8% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling