+1,019.5%
STX vs VST
+761.6%
+257.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.2% |
| 7D | +2.4% | +8.9% | -6.6% | -0.4% |
| 30D | +1.4% | +6.2% | -4.8% | -0.5% |
| 3M | -8.2% | -2.7% | -5.5% | -6.8% |
| 6M | +127.0% | -8.4% | +135.4% | +133.0% |
| YTD | +209.1% | -7.2% | +216.4% | +216.0% |
| 1Y | +365.4% | -20.9% | +386.3% | +395.9% |
| 3Y | +1,135.4% | +384.0% | +751.4% | +656.1% |
| All | +1,019.5% | +761.6% | +257.9% | +508.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling