-99.0%
STEX vs VT
+53.2%
-152.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.1% | -5.6% | -4.5% |
| 7D | -25.9% | -4.2% | -21.7% | -21.4% |
| 30D | -36.9% | -5.8% | -31.1% | -31.7% |
| 3M | -55.0% | -5.2% | -49.8% | -51.4% |
| 6M | -64.5% | +0.1% | -64.6% | -63.9% |
| YTD | -89.2% | +8.2% | -97.5% | -90.0% |
| 1Y | -93.0% | +10.1% | -103.1% | -93.6% |
| 3Y | -93.6% | +69.7% | -163.2% | -96.2% |
| 5Y | -99.0% | +53.4% | -152.4% | -99.3% |
| All | -99.0% | +53.2% | -152.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling