-30.0%
STVN vs VT
+61.7%
-91.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.5% |
| 7D | -30.0% | -2.3% | -27.7% | -28.5% |
| 30D | -30.2% | -5.0% | -25.2% | -26.8% |
| 3M | -33.1% | -4.9% | -28.2% | -30.0% |
| 6M | -28.3% | -1.5% | -26.8% | -28.0% |
| YTD | -32.3% | +8.5% | -40.8% | -38.2% |
| 1Y | -44.2% | +11.4% | -55.6% | -50.3% |
| 3Y | -49.3% | +70.1% | -119.4% | -71.6% |
| 5Y | -43.3% | +53.7% | -97.1% | -63.9% |
| All | -30.0% | +61.7% | -91.6% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling