+621.2%
STK vs VT
+215.5%
+405.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -8.1% | -2.3% | -5.8% | -5.3% |
| 30D | -13.0% | -5.0% | -8.0% | -7.1% |
| 3M | -5.3% | -4.9% | -0.4% | +1.0% |
| 6M | -3.4% | -1.5% | -1.9% | -0.5% |
| YTD | +35.5% | +8.5% | +27.0% | +24.5% |
| 1Y | +32.9% | +11.4% | +21.5% | +18.5% |
| 3Y | +128.3% | +70.1% | +58.3% | +23.3% |
| 5Y | +113.3% | +53.7% | +59.5% | +31.5% |
| All | +621.2% | +215.5% | +405.7% | +81.0% |
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