+2,071.0%
STX vs VST
+1,219.3%
+851.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.3% | +2.5% | +7.5% |
| 7D | -14.8% | -0.5% | -14.2% | -14.6% |
| 30D | -35.4% | -17.1% | -18.3% | -31.6% |
| 3M | -37.7% | -4.6% | -33.1% | -37.0% |
| 6M | -35.2% | -9.1% | -26.2% | -33.3% |
| YTD | +84.4% | -16.6% | +101.0% | +93.7% |
| 1Y | +82.3% | -29.5% | +111.7% | +99.9% |
| 3Y | +646.2% | +297.5% | +348.7% | +391.3% |
| 5Y | +487.4% | +654.5% | -167.1% | +223.0% |
| 10Y | +2,071.0% | +1,205.2% | +865.8% | +1,001.0% |
| All | +2,071.0% | +1,219.3% | +851.7% | +1,001.0% |
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