+3,183.0%
STX vs VST
+1,175.7%
+2,007.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.3% |
| 7D | +2.4% | +8.9% | -6.6% | -0.2% |
| 30D | +1.4% | +6.2% | -4.8% | -0.4% |
| 3M | -8.2% | -2.7% | -5.5% | -6.9% |
| 6M | +127.0% | -8.4% | +135.4% | +132.8% |
| YTD | +209.1% | -7.2% | +216.4% | +215.8% |
| 1Y | +365.4% | -20.9% | +386.3% | +395.1% |
| 3Y | +1,135.4% | +384.0% | +751.4% | +672.8% |
| 5Y | +991.5% | +757.1% | +234.4% | +480.7% |
| All | +3,183.0% | +1,175.7% | +2,007.3% | +1,458.6% |
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 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