-39.3%
VG vs STT
+108.2%
-147.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.7% | +0.5% | +1.2% | +1.3% |
| 30D | +16.0% | +3.9% | +12.2% | +13.5% |
| 3M | +9.7% | +20.0% | -10.2% | -2.1% |
| 6M | +29.6% | +55.3% | -25.7% | -6.0% |
| YTD | +112.0% | +53.3% | +58.7% | +52.0% |
| 1Y | +12.8% | +74.7% | -61.9% | -29.5% |
| All | -39.3% | +108.2% | -147.6% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling