+455.7%
STX vs VST
+515.1%
-59.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -6.2% | -10.1% | -14.2% |
| 7D | -33.4% | -19.9% | -13.5% | -28.0% |
| 30D | -42.1% | -29.7% | -12.4% | -34.8% |
| 3M | -44.3% | -19.6% | -24.7% | -40.2% |
| 6M | -39.4% | -29.4% | -10.0% | -32.0% |
| YTD | +70.0% | -29.7% | +99.7% | +90.0% |
| 1Y | +70.2% | -40.0% | +110.2% | +98.5% |
| 3Y | +585.2% | +231.0% | +354.2% | +358.0% |
| 5Y | +455.7% | +500.1% | -44.4% | +210.6% |
| All | +455.7% | +515.1% | -59.4% | +210.6% |
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