-98.1%
STEX vs VT
+224.5%
-322.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -7.4% | +0.4% | -7.8% | -7.9% |
| 30D | -1.4% | +1.0% | -2.4% | -2.1% |
| 3M | -39.4% | +2.4% | -41.8% | -40.4% |
| 6M | -66.3% | +12.0% | -78.3% | -69.9% |
| YTD | -76.4% | +15.3% | -91.7% | -79.6% |
| 1Y | -84.4% | +22.6% | -106.9% | -87.2% |
| 3Y | -87.7% | +74.7% | -162.3% | -93.0% |
| 5Y | -97.7% | +66.1% | -163.8% | -98.6% |
| All | -98.1% | +224.5% | -322.6% | -99.3% |
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