+443.6%
STX vs VST
+561.4%
-117.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.6% | -11.7% | -4.7% |
| 7D | -28.5% | -9.8% | -18.7% | -26.0% |
| 30D | -42.9% | -25.1% | -17.8% | -37.2% |
| 3M | -45.9% | -11.6% | -34.3% | -43.9% |
| 6M | -41.3% | -20.9% | -20.4% | -36.7% |
| YTD | +67.9% | -22.3% | +90.2% | +81.1% |
| 1Y | +66.5% | -32.0% | +98.5% | +86.1% |
| 3Y | +588.0% | +262.4% | +325.6% | +342.7% |
| All | +443.6% | +561.4% | -117.8% | +187.5% |
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