+4.3%
STOK vs VT
+140.7%
-136.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.3% |
| 7D | +0.5% | +2.4% | -1.8% | -2.8% |
| 30D | +14.7% | -1.5% | +16.2% | +17.4% |
| 3M | -14.8% | -4.1% | -10.7% | -9.3% |
| 6M | -15.8% | +0.6% | -16.4% | -16.9% |
| YTD | -15.9% | +11.0% | -27.0% | -28.8% |
| 1Y | +2.3% | +13.3% | -11.0% | -16.0% |
| 3Y | +524.8% | +73.4% | +451.4% | +173.8% |
| 5Y | -6.1% | +57.4% | -63.6% | -50.8% |
| All | +4.3% | +140.7% | -136.4% | -68.9% |
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