+1,883.6%
STX vs VST
+1,112.0%
+771.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.6% | -11.7% | -4.4% |
| 7D | -28.5% | -9.8% | -18.7% | -26.2% |
| 30D | -42.9% | -25.1% | -17.8% | -37.7% |
| 3M | -45.9% | -11.6% | -34.3% | -44.1% |
| 6M | -41.3% | -20.9% | -20.4% | -37.1% |
| YTD | +67.9% | -22.3% | +90.2% | +80.1% |
| 1Y | +66.5% | -32.0% | +98.5% | +84.8% |
| 3Y | +588.0% | +262.4% | +325.6% | +365.2% |
| 5Y | +449.1% | +563.4% | -114.3% | +212.6% |
| All | +1,883.6% | +1,112.0% | +771.6% | +920.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling