+588.0%
STX vs VRT
+352.9%
+235.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.6% |
| 7D | -28.5% | -21.4% | -7.1% | -20.9% |
| 30D | -42.9% | -25.8% | -17.1% | -35.5% |
| 3M | -45.9% | -33.5% | -12.4% | -36.3% |
| 6M | -41.3% | -49.0% | +7.7% | -24.3% |
| YTD | +67.9% | +12.9% | +55.0% | +66.0% |
| 1Y | +66.5% | 0.0% | +66.5% | +70.6% |
| 3Y | +588.0% | +361.8% | +226.2% | +355.1% |
| All | +588.0% | +352.9% | +235.0% | +355.1% |
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