+1,178.4%
STX vs VRT
+1,919.9%
-741.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.6% | +0.2% | +6.7% |
| 7D | -14.8% | -10.6% | -4.2% | -11.4% |
| 30D | -35.4% | -17.4% | -17.9% | -31.1% |
| 3M | -37.7% | -26.4% | -11.3% | -31.3% |
| 6M | -35.2% | -41.0% | +5.8% | -24.0% |
| YTD | +84.4% | +23.8% | +60.6% | +76.5% |
| 1Y | +82.3% | +11.6% | +70.6% | +79.2% |
| 3Y | +646.2% | +403.5% | +242.7% | +381.2% |
| 5Y | +487.4% | +647.0% | -159.6% | +210.8% |
| All | +1,178.4% | +1,919.9% | -741.4% | +468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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