+777.2%
STX vs VLTO
+55.4%
+721.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +16.8% | +0.8% | +16.0% | +16.8% |
| 30D | -27.0% | +18.7% | -45.7% | -27.6% |
| 3M | -37.9% | +21.7% | -59.6% | -38.6% |
| 6M | -32.5% | +35.8% | -68.3% | -35.7% |
| YTD | +98.6% | +18.3% | +80.3% | +97.9% |
| 1Y | +93.6% | +20.9% | +72.7% | +90.5% |
| 3Y | +699.1% | +68.8% | +630.2% | +664.3% |
| All | +777.2% | +55.4% | +721.8% | +730.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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