+1,740.6%
VRT vs STT
+145.7%
+1,594.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -21.4% | -2.5% | -18.9% | -20.1% |
| 30D | -25.8% | -5.0% | -20.9% | -23.3% |
| 3M | -33.5% | -10.5% | -23.1% | -28.9% |
| 6M | -49.0% | +10.0% | -59.0% | -51.3% |
| YTD | +12.9% | +30.7% | -17.7% | -1.7% |
| 1Y | 0.0% | +43.8% | -43.7% | -17.2% |
| 3Y | +361.8% | +168.1% | +193.7% | +173.8% |
| 5Y | +565.1% | +101.4% | +463.7% | +346.4% |
| All | +1,740.6% | +145.7% | +1,594.9% | +828.3% |
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