+634.8%
STX vs VRT
+369.8%
+264.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.4% |
| 7D | -17.3% | -17.7% | +0.4% | -10.2% |
| 30D | -35.9% | -20.0% | -15.9% | -29.7% |
| 3M | -37.3% | -28.1% | -9.2% | -28.5% |
| 6M | -35.8% | -42.8% | +7.0% | -20.6% |
| YTD | +82.7% | +20.0% | +62.8% | +76.3% |
| 1Y | +71.6% | +3.5% | +68.1% | +72.9% |
| All | +634.8% | +369.8% | +264.9% | +375.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling