-30.2%
STVN vs VT
+65.1%
-95.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -4.0% | -0.1% | -3.9% | -4.1% |
| 30D | -30.3% | -3.1% | -27.2% | -28.3% |
| 3M | -34.3% | -3.5% | -30.8% | -32.2% |
| 6M | -25.5% | +0.5% | -26.0% | -26.7% |
| YTD | -32.5% | +10.8% | -43.3% | -39.6% |
| 1Y | -44.0% | +11.9% | -55.9% | -50.3% |
| 3Y | -52.3% | +73.0% | -125.2% | -73.7% |
| 5Y | -39.8% | +58.6% | -98.4% | -62.9% |
| All | -30.2% | +65.1% | -95.3% | -58.3% |
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