-51.4%
VG vs STT
+77.1%
-128.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -1.6% |
| 7D | -22.0% | -4.9% | -17.1% | -20.0% |
| 30D | -14.7% | -6.0% | -8.7% | -12.0% |
| 3M | -7.1% | -11.7% | +4.6% | -1.2% |
| 6M | -11.2% | +11.7% | -22.9% | -19.0% |
| YTD | +69.8% | +30.4% | +39.4% | +32.3% |
| 1Y | +49.9% | +43.9% | +5.9% | +4.3% |
| All | -51.4% | +77.1% | -128.5% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling