+476.2%
STX vs VRT
+650.8%
-174.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -1.9% |
| 7D | +14.6% | +10.5% | +4.1% | +11.0% |
| 30D | -26.0% | -9.3% | -16.6% | -23.2% |
| 3M | -42.6% | -29.6% | -13.0% | -35.5% |
| 6M | -35.3% | -45.4% | +10.1% | -21.7% |
| YTD | +92.5% | +24.8% | +67.6% | +83.9% |
| 1Y | +102.4% | +23.6% | +78.8% | +93.9% |
| 3Y | +673.8% | +379.7% | +294.2% | +404.7% |
| All | +476.2% | +650.8% | -174.6% | +197.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling