+2,043.5%
STX vs VRT
+2,725.9%
-682.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +2.0% | +5.0% |
| 7D | +2.4% | +9.1% | -6.8% | -0.3% |
| 30D | +1.4% | +0.9% | +0.5% | +1.4% |
| 3M | -8.2% | -13.4% | +5.2% | -4.3% |
| 6M | +127.0% | +11.7% | +115.3% | +121.0% |
| YTD | +209.1% | +73.2% | +135.9% | +166.6% |
| 1Y | +365.4% | +123.4% | +242.0% | +278.8% |
| 3Y | +1,135.4% | +606.2% | +529.2% | +614.8% |
| 5Y | +991.5% | +899.9% | +91.6% | +424.5% |
| All | +2,043.5% | +2,725.9% | -682.4% | +759.2% |
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