-44.4%
STKE vs VT
+81.9%
-126.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.1% |
| 7D | -8.4% | +2.4% | -10.8% | -11.6% |
| 30D | -19.3% | -1.5% | -17.8% | -17.1% |
| 3M | +2.8% | -4.1% | +7.0% | +10.7% |
| 6M | -47.1% | +0.6% | -47.6% | -46.6% |
| YTD | -28.8% | +11.0% | -39.8% | -36.0% |
| 1Y | -57.4% | +13.3% | -70.8% | -62.7% |
| 3Y | +70.3% | +73.4% | -3.1% | +19.2% |
| 5Y | -28.7% | +57.4% | -86.1% | -32.5% |
| All | -44.4% | +81.9% | -126.2% | -64.0% |
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