+2,038.9%
STX vs VCLT
+22.0%
+2,016.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +16.8% | -1.9% | +18.8% | +17.8% |
| 30D | -27.0% | +1.4% | -28.5% | -27.6% |
| 3M | -37.9% | -1.8% | -36.1% | -37.5% |
| 6M | -32.5% | -3.9% | -28.6% | -31.4% |
| YTD | +98.6% | -3.9% | +102.5% | +102.1% |
| 1Y | +93.6% | -4.7% | +98.3% | +97.8% |
| 3Y | +699.1% | +14.1% | +685.0% | +662.9% |
| 5Y | +481.0% | -16.6% | +497.6% | +505.2% |
| All | +2,038.9% | +22.0% | +2,016.9% | +1,925.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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