+619.5%
VRT vs STT
+207.1%
+412.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.2% |
| 7D | +9.1% | +0.5% | +8.6% | +8.8% |
| 30D | +0.9% | +3.9% | -2.9% | -1.8% |
| 3M | -13.4% | +20.0% | -33.3% | -23.6% |
| 6M | +11.7% | +55.3% | -43.6% | -17.8% |
| YTD | +73.2% | +53.3% | +19.9% | +28.0% |
| 1Y | +123.4% | +74.7% | +48.7% | +50.4% |
| All | +619.5% | +207.1% | +412.4% | +258.5% |
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