+588.0%
STX vs VO
+60.2%
+527.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | -28.5% | -2.6% | -25.9% | -25.1% |
| 30D | -42.9% | -0.9% | -42.0% | -41.5% |
| 3M | -45.9% | -3.0% | -42.9% | -42.8% |
| 6M | -41.3% | +2.2% | -43.5% | -42.3% |
| YTD | +67.9% | +10.6% | +57.4% | +49.1% |
| 1Y | +66.5% | +12.5% | +54.0% | +45.1% |
| 3Y | +588.0% | +61.4% | +526.6% | +312.0% |
| All | +588.0% | +60.2% | +527.8% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling