+2,055.1%
STX vs VST
+929.5%
+1,125.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -13.8% | +5.7% | -4.0% |
| 7D | -20.2% | -15.7% | -4.5% | -15.9% |
| 30D | -37.2% | -17.0% | -20.2% | -33.9% |
| 3M | -34.1% | -15.9% | -18.2% | -30.9% |
| 6M | -24.5% | -25.0% | +0.5% | -17.8% |
| YTD | +102.9% | -25.1% | +128.1% | +119.9% |
| 1Y | +123.8% | -34.9% | +158.7% | +151.4% |
| 3Y | +718.1% | +252.7% | +465.4% | +458.7% |
| 5Y | +573.6% | +582.3% | -8.7% | +282.5% |
| 10Y | +2,416.9% | +1,076.6% | +1,340.3% | +1,162.7% |
| All | +2,055.1% | +929.5% | +1,125.6% | +985.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling