+625.1%
STN vs VT
+345.0%
+280.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -0.3% |
| 7D | +4.9% | -4.2% | +9.0% | +8.8% |
| 30D | +12.2% | -5.8% | +18.0% | +18.1% |
| 3M | +3.9% | -5.2% | +9.2% | +8.7% |
| 6M | -17.3% | +0.1% | -17.5% | -18.0% |
| YTD | -19.1% | +8.2% | -27.3% | -24.9% |
| 1Y | -30.9% | +10.1% | -41.0% | -36.7% |
| 3Y | +21.4% | +69.7% | -48.2% | -23.9% |
| 5Y | +43.6% | +53.4% | -9.8% | -2.3% |
| 10Y | +292.5% | +219.2% | +73.3% | +35.5% |
| All | +625.1% | +345.0% | +280.1% | +82.1% |
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