-40.8%
STKE vs VT
+82.3%
-123.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -6.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.6% |
| 30D | -24.2% | -2.6% | -21.6% | -20.9% |
| 3M | +9.4% | -3.2% | +12.7% | +16.2% |
| 6M | -36.6% | +0.9% | -37.6% | -36.5% |
| YTD | -24.2% | +11.3% | -35.5% | -32.2% |
| 1Y | -61.6% | +14.0% | -75.6% | -66.5% |
| 3Y | +113.2% | +75.8% | +37.4% | +48.1% |
| 5Y | -27.9% | +57.8% | -85.7% | -32.2% |
| All | -40.8% | +82.3% | -123.1% | -61.8% |
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