+641.0%
STK vs VT
+221.8%
+419.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.7% |
| 7D | +4.0% | +2.4% | +1.6% | +1.1% |
| 30D | -5.7% | -1.5% | -4.2% | -3.7% |
| 3M | -5.0% | -4.1% | -0.9% | +0.4% |
| 6M | -1.3% | +0.6% | -1.9% | -0.9% |
| YTD | +40.8% | +11.0% | +29.8% | +25.9% |
| 1Y | +43.9% | +13.3% | +30.6% | +25.6% |
| 3Y | +132.4% | +73.4% | +59.0% | +22.7% |
| 5Y | +113.2% | +57.4% | +55.8% | +27.8% |
| All | +641.0% | +221.8% | +419.2% | +85.9% |
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