-99.0%
STEX vs VT
+215.5%
-314.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.7% |
| 7D | -12.6% | -2.3% | -10.3% | -10.1% |
| 30D | -36.3% | -5.0% | -31.3% | -32.2% |
| 3M | -53.1% | -4.9% | -48.2% | -49.9% |
| 6M | -66.4% | -1.5% | -64.9% | -65.4% |
| YTD | -88.8% | +8.5% | -97.3% | -89.6% |
| 1Y | -92.8% | +11.4% | -104.2% | -93.5% |
| 3Y | -92.1% | +70.1% | -162.2% | -95.4% |
| 5Y | -99.0% | +53.7% | -152.7% | -99.3% |
| All | -99.0% | +215.5% | -314.5% | -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