+601.4%
STN vs VT
+374.2%
+227.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.7% | +0.4% | -2.1% | -2.1% |
| 30D | +0.5% | +1.0% | -0.5% | -0.3% |
| 3M | -2.1% | +2.4% | -4.5% | -4.4% |
| 6M | -20.4% | +12.0% | -32.4% | -28.2% |
| YTD | -21.7% | +15.3% | -37.1% | -31.2% |
| 1Y | -32.4% | +22.6% | -55.0% | -43.6% |
| 3Y | +12.2% | +74.7% | -62.5% | -31.3% |
| 5Y | +52.6% | +66.1% | -13.5% | -3.0% |
| 10Y | +241.7% | +225.0% | +16.7% | +16.6% |
| All | +601.4% | +374.2% | +227.2% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling