-91.5%
STEX vs VT
+74.5%
-166.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -3.9% |
| 7D | -4.0% | +2.9% | -6.9% | -8.0% |
| 30D | -31.7% | -2.5% | -29.1% | -28.4% |
| 3M | -62.6% | -3.3% | -59.3% | -60.2% |
| 6M | -65.1% | +1.5% | -66.7% | -65.2% |
| YTD | -89.7% | +11.4% | -101.0% | -90.9% |
| 1Y | -92.8% | +11.9% | -104.7% | -93.7% |
| All | -91.5% | +74.5% | -166.0% | -95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling