+101.0%
STT vs VT
+53.2%
+47.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | +0.2% |
| 7D | -4.9% | -4.2% | -0.7% | +0.2% |
| 30D | -6.0% | -5.8% | -0.2% | +1.1% |
| 3M | -11.7% | -5.2% | -6.4% | -5.7% |
| 6M | +11.7% | +0.1% | +11.6% | +11.1% |
| YTD | +30.4% | +8.2% | +22.2% | +17.6% |
| 1Y | +43.9% | +10.1% | +33.8% | +27.1% |
| 3Y | +165.4% | +69.7% | +95.7% | +34.1% |
| 5Y | +101.0% | +53.4% | +47.6% | +19.0% |
| All | +101.0% | +53.2% | +47.8% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling