-98.9%
STEX vs VT
+231.8%
-330.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -7.0% |
| 7D | -12.8% | -0.3% | -12.5% | -12.4% |
| 30D | -39.1% | -1.4% | -37.7% | -38.1% |
| 3M | -53.7% | -1.4% | -52.3% | -52.6% |
| 6M | -64.4% | +5.5% | -69.9% | -66.1% |
| YTD | -88.1% | +12.8% | -100.9% | -89.4% |
| 1Y | -92.0% | +15.4% | -107.5% | -93.1% |
| 3Y | -92.9% | +76.9% | -169.7% | -96.0% |
| 5Y | -98.9% | +60.4% | -159.3% | -99.3% |
| 10Y | -98.9% | +232.8% | -331.7% | -99.6% |
| All | -98.9% | +231.8% | -330.7% | -99.6% |
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