-28.2%
STVN vs VT
+67.0%
-95.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +1.7% |
| 7D | +3.5% | -0.7% | +4.2% | +4.1% |
| 30D | -27.7% | -1.7% | -26.0% | -26.6% |
| 3M | -33.9% | -2.3% | -31.6% | -32.6% |
| 6M | -23.6% | +1.5% | -25.2% | -25.6% |
| YTD | -30.6% | +12.0% | -42.7% | -38.6% |
| 1Y | -42.2% | +12.9% | -55.1% | -49.2% |
| 3Y | -50.9% | +74.9% | -125.9% | -73.2% |
| 5Y | -38.6% | +59.9% | -98.5% | -62.4% |
| All | -28.2% | +67.0% | -95.2% | -57.6% |
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