+1,907.5%
STX vs VT
+214.8%
+1,692.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.1% | -12.2% | -10.9% |
| 7D | -33.4% | -4.2% | -29.2% | -29.1% |
| 30D | -42.1% | -5.8% | -36.3% | -36.8% |
| 3M | -44.3% | -5.2% | -39.0% | -39.7% |
| 6M | -39.4% | +0.1% | -39.5% | -38.1% |
| YTD | +70.0% | +8.2% | +61.7% | +59.3% |
| 1Y | +70.2% | +10.1% | +60.0% | +56.9% |
| 3Y | +585.2% | +69.7% | +515.5% | +284.3% |
| 5Y | +455.7% | +53.4% | +402.3% | +254.0% |
| All | +1,907.5% | +214.8% | +1,692.7% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling