+264.3%
STT vs VCLT
+17.1%
+247.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.4% | -1.4% | +0.9% | 0.0% |
| 30D | +1.7% | -1.2% | +2.9% | +2.1% |
| 3M | +17.9% | -4.8% | +22.7% | +19.9% |
| 6M | +55.3% | -2.6% | +57.9% | +56.7% |
| YTD | +52.7% | -3.3% | +56.0% | +54.4% |
| 1Y | +75.7% | -4.8% | +80.5% | +78.6% |
| 3Y | +197.9% | +11.5% | +186.4% | +187.3% |
| 5Y | +158.8% | -17.0% | +175.7% | +159.3% |
| All | +264.3% | +17.1% | +247.2% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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