+5,612.9%
STX vs VT
+363.9%
+5,249.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -10.1% |
| 7D | -20.2% | -0.3% | -19.9% | -20.0% |
| 30D | -37.2% | -1.4% | -35.8% | -36.0% |
| 3M | -34.1% | -1.4% | -32.7% | -32.9% |
| 6M | -24.5% | +5.5% | -29.9% | -28.0% |
| YTD | +102.9% | +12.8% | +90.1% | +81.2% |
| 1Y | +123.8% | +15.4% | +108.4% | +95.8% |
| 3Y | +718.1% | +76.9% | +641.2% | +354.2% |
| 5Y | +573.6% | +60.4% | +513.2% | +323.0% |
| 10Y | +2,416.9% | +232.8% | +2,184.1% | +631.1% |
| All | +5,612.9% | +363.9% | +5,249.0% | +796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling