+253.7%
STN vs VT
+223.7%
+30.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +0.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | +14.1% | -2.6% | +16.7% | +16.5% |
| 3M | +4.1% | -3.2% | +7.3% | +6.7% |
| 6M | -12.2% | +0.9% | -13.2% | -13.4% |
| YTD | -18.5% | +11.3% | -29.9% | -25.6% |
| 1Y | -28.9% | +14.0% | -42.9% | -36.2% |
| 3Y | +23.5% | +75.8% | -52.4% | -21.4% |
| 5Y | +43.9% | +57.8% | -13.9% | -1.1% |
| 10Y | +253.7% | +219.8% | +33.9% | +27.4% |
| All | +253.7% | +223.7% | +30.0% | +27.4% |
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