-12.6%
STAK vs VT
+28.5%
-41.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +82.1% | +0.2% | +81.9% | +82.5% |
| 7D | +106.3% | -2.3% | +108.6% | +100.5% |
| 30D | +201.9% | -5.0% | +206.8% | +184.0% |
| 3M | +76.2% | -4.9% | +81.1% | +66.6% |
| 6M | +210.5% | -1.5% | +212.0% | +216.6% |
| YTD | +717.0% | +8.5% | +708.6% | +737.9% |
| 1Y | +400.0% | +11.4% | +388.6% | +407.5% |
| All | -12.6% | +28.5% | -41.1% | +1.7% |
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