+164.6%
STAG vs VT
+223.7%
-59.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | +4.0% | -2.6% | +6.6% | +6.5% |
| 3M | +1.4% | -3.2% | +4.7% | +4.5% |
| 6M | -1.9% | +0.9% | -2.8% | -3.5% |
| YTD | +5.1% | +11.3% | -6.2% | -6.6% |
| 1Y | -0.3% | +14.0% | -14.3% | -13.6% |
| 3Y | +22.9% | +75.8% | -53.0% | -32.2% |
| 5Y | +8.4% | +57.8% | -49.5% | -33.2% |
| 10Y | +164.6% | +219.8% | -55.2% | -19.0% |
| All | +164.6% | +223.7% | -59.1% | -19.0% |
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