-29.1%
STVN vs VT
+65.9%
-95.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -1.4% |
| 7D | -30.4% | +0.4% | -30.8% | -30.9% |
| 30D | -29.2% | -2.6% | -26.6% | -27.6% |
| 3M | -32.3% | -3.2% | -29.0% | -30.3% |
| 6M | -24.4% | +0.9% | -25.4% | -26.0% |
| YTD | -31.5% | +11.3% | -42.8% | -39.0% |
| 1Y | -42.8% | +14.0% | -56.8% | -50.2% |
| 3Y | -49.8% | +75.8% | -125.6% | -72.8% |
| 5Y | -40.1% | +57.8% | -98.0% | -62.9% |
| All | -29.1% | +65.9% | -95.0% | -57.9% |
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