-1.4%
STNG vs VT
+420.5%
-421.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +5.5% | +0.4% | +5.1% | +5.0% |
| 30D | +11.8% | +1.0% | +10.9% | +10.7% |
| 3M | +10.3% | +2.4% | +7.9% | +7.0% |
| 6M | +4.5% | +12.0% | -7.5% | -8.3% |
| YTD | +64.9% | +15.3% | +49.5% | +39.8% |
| 1Y | +62.9% | +22.6% | +40.3% | +29.1% |
| 3Y | +76.9% | +74.7% | +2.2% | -7.5% |
| 5Y | +441.0% | +66.1% | +374.9% | +194.4% |
| 10Y | +119.5% | +225.0% | -105.5% | -44.9% |
| All | -1.4% | +420.5% | -421.9% | -84.5% |
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