-96.8%
STFS vs VT
+40.2%
-136.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.8% |
| 30D | +15.1% | +1.0% | +14.1% | +14.2% |
| 3M | -60.9% | +2.4% | -63.3% | -61.5% |
| 6M | +5.0% | +12.0% | -7.0% | +1.2% |
| YTD | +5.0% | +15.3% | -10.3% | +0.3% |
| 1Y | -16.0% | +22.6% | -38.6% | -20.3% |
| All | -96.8% | +40.2% | -136.9% | -96.9% |
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