+213.9%
STAK vs VT
+13.3%
+200.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -61.7% | +1.1% | -62.9% | -57.3% |
| 7D | +31.5% | -0.7% | +32.2% | +35.8% |
| 30D | +70.1% | -1.7% | +71.9% | +72.5% |
| 3M | +30.6% | -2.3% | +32.9% | +29.7% |
| 6M | +69.4% | +1.5% | +67.8% | +114.3% |
| YTD | +371.2% | +12.0% | +359.1% | +498.8% |
| 1Y | +213.9% | +12.9% | +201.0% | +291.5% |
| All | +213.9% | +13.3% | +200.6% | +291.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling