-51.7%
STXX vs VT
+4.1%
-55.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | +0.9% |
| 7D | -35.7% | -0.1% | -35.5% | -31.5% |
| 30D | -63.0% | -3.1% | -60.0% | -52.8% |
| 3M | -68.0% | -3.5% | -64.5% | -58.4% |
| 6M | -72.2% | +0.5% | -72.6% | -68.0% |
| All | -51.7% | +4.1% | -55.9% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling