-100.0%
STKH vs VT
+78.4%
-178.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | -10.2% | +2.4% | -12.6% | -11.8% |
| 30D | -30.5% | -1.5% | -28.9% | -28.8% |
| 3M | -86.6% | -4.1% | -82.5% | -85.9% |
| 6M | -92.1% | +0.6% | -92.7% | -92.1% |
| YTD | -94.4% | +11.0% | -105.5% | -94.9% |
| 1Y | -95.5% | +13.3% | -108.8% | -96.0% |
| 3Y | -99.9% | +73.4% | -173.3% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +78.4% | -178.4% | -100.0% |
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