+3,621.5%
STX vs VCLT
+16.9%
+3,604.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | +10.6% | +0.1% | +10.5% | +10.5% |
| 3M | +4.8% | -2.9% | +7.7% | +6.1% |
| 6M | +137.3% | -4.0% | +141.2% | +141.5% |
| YTD | +222.5% | -2.2% | +224.7% | +226.0% |
| 1Y | +366.2% | -2.6% | +368.8% | +372.0% |
| 3Y | +1,352.9% | +12.3% | +1,340.6% | +1,293.6% |
| 5Y | +1,077.4% | -16.4% | +1,093.8% | +1,122.9% |
| 10Y | +3,621.5% | +18.1% | +3,603.4% | +3,507.5% |
| All | +3,621.5% | +16.9% | +3,604.6% | +3,507.5% |
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