+1,064.4%
STX vs VRT
+1,742.5%
-678.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.3% |
| 7D | -28.5% | -21.4% | -7.1% | -22.6% |
| 30D | -42.9% | -25.8% | -17.1% | -37.1% |
| 3M | -45.9% | -33.5% | -12.4% | -38.4% |
| 6M | -41.3% | -49.0% | +7.7% | -28.1% |
| YTD | +67.9% | +12.9% | +55.0% | +65.4% |
| 1Y | +66.5% | 0.0% | +66.5% | +69.2% |
| 3Y | +588.0% | +361.8% | +226.2% | +355.8% |
| 5Y | +449.1% | +565.1% | -116.1% | +200.5% |
| All | +1,064.4% | +1,742.5% | -678.1% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling