+123.8%
STX vs VTV
+28.2%
+95.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -10.5% |
| 7D | -20.2% | +1.8% | -22.0% | -22.6% |
| 30D | -37.2% | +6.0% | -43.2% | -43.7% |
| 3M | -34.1% | +3.7% | -37.7% | -38.5% |
| 6M | -24.5% | +13.9% | -38.4% | -44.1% |
| YTD | +102.9% | +22.8% | +80.2% | +27.0% |
| 1Y | +123.8% | +27.9% | +95.9% | +28.8% |
| All | +123.8% | +28.2% | +95.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling