+737.6%
STAA vs VT
+345.0%
+392.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.6% |
| 7D | +5.9% | -4.2% | +10.0% | +10.7% |
| 30D | +20.6% | -5.8% | +26.4% | +28.2% |
| 3M | +16.9% | -5.2% | +22.1% | +23.3% |
| 6M | -2.7% | +0.1% | -2.8% | -3.5% |
| YTD | +15.7% | +8.2% | +7.5% | +5.1% |
| 1Y | +5.8% | +10.1% | -4.3% | -6.0% |
| 3Y | -29.3% | +69.7% | -99.0% | -59.9% |
| 5Y | -76.9% | +53.4% | -130.3% | -84.7% |
| 10Y | +196.9% | +219.2% | -22.3% | +2.1% |
| All | +737.6% | +345.0% | +392.6% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling