+195.7%
STT vs VLTO
+57.1%
+138.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +0.4% | +1.5% | -1.1% | 0.0% |
| 30D | -0.4% | +20.9% | -21.4% | -6.2% |
| 3M | -6.5% | +21.4% | -27.9% | -12.1% |
| 6M | +17.2% | +37.6% | -20.4% | +4.6% |
| YTD | +38.2% | +19.5% | +18.7% | +30.6% |
| 1Y | +49.3% | +22.0% | +27.3% | +39.4% |
| 3Y | +181.9% | +70.7% | +111.2% | +140.2% |
| All | +195.7% | +57.1% | +138.6% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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