+167.8%
STNG vs VT
+215.5%
-47.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -12.8% | -2.3% | -10.5% | -10.9% |
| 30D | -4.4% | -5.0% | +0.5% | +0.1% |
| 3M | +6.3% | -4.9% | +11.2% | +11.2% |
| 6M | -1.0% | -1.5% | +0.5% | -0.4% |
| YTD | +61.7% | +8.5% | +53.2% | +47.5% |
| 1Y | +30.0% | +11.4% | +18.7% | +15.4% |
| 3Y | +52.0% | +70.1% | -18.0% | -13.9% |
| 5Y | +440.5% | +53.7% | +386.7% | +240.4% |
| All | +167.8% | +215.5% | -47.7% | -29.3% |
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