+200.6%
STBA vs VT
+374.2%
-173.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | -3.0% | +1.0% | -4.0% | -4.0% |
| 3M | +12.5% | +2.4% | +10.1% | +9.3% |
| 6M | +20.8% | +12.0% | +8.8% | +6.9% |
| YTD | +31.8% | +15.3% | +16.5% | +13.2% |
| 1Y | +31.0% | +22.6% | +8.5% | +5.8% |
| 3Y | +94.9% | +74.7% | +20.2% | +10.9% |
| 5Y | +109.0% | +66.1% | +42.8% | +23.2% |
| 10Y | +146.6% | +225.0% | -78.4% | -25.2% |
| All | +200.6% | +374.2% | -173.6% | -29.0% |
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 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