+70.7%
STXV vs VT
+91.1%
-20.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.9% |
| 30D | +4.2% | -2.6% | +6.7% | +6.0% |
| 3M | +2.3% | -3.2% | +5.6% | +4.6% |
| 6M | +10.4% | +0.9% | +9.4% | +9.1% |
| YTD | +21.2% | +11.3% | +9.9% | +11.0% |
| 1Y | +26.3% | +14.0% | +12.3% | +13.5% |
| 3Y | +77.6% | +75.8% | +1.8% | +10.8% |
| All | +70.7% | +91.1% | -20.4% | -0.8% |
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 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