+200.7%
STT vs VCLT
+12.2%
+188.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +3.9% | -0.6% | +4.5% | +4.2% |
| 3M | +19.2% | -2.2% | +21.4% | +20.5% |
| 6M | +60.4% | -2.9% | +63.3% | +62.7% |
| YTD | +51.5% | -2.1% | +53.5% | +53.0% |
| 1Y | +76.3% | -2.6% | +78.9% | +78.6% |
| 3Y | +200.7% | +12.5% | +188.2% | +181.0% |
| All | +200.7% | +12.2% | +188.5% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling