+594.4%
STAK vs VT
+13.0%
+581.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +25.5% | +2.6% | +22.9% | +34.7% |
| 7D | +147.9% | +0.4% | +147.5% | +149.6% |
| 30D | +278.7% | -2.6% | +281.3% | +246.5% |
| 3M | +140.6% | -3.2% | +143.8% | +114.5% |
| 6M | +278.7% | +0.9% | +277.8% | +336.2% |
| YTD | +925.1% | +11.3% | +913.8% | +1,083.3% |
| All | +594.4% | +13.0% | +581.4% | +681.8% |
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