+167.9%
VSH vs STT
+264.2%
-96.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | +6.2% | +2.2% | +4.0% | +4.7% |
| 30D | -11.1% | +3.9% | -15.0% | -13.4% |
| 3M | -44.9% | +19.2% | -64.1% | -50.9% |
| 6M | +90.0% | +60.4% | +29.6% | +40.5% |
| YTD | +118.8% | +51.5% | +67.3% | +67.5% |
| 1Y | +109.0% | +76.3% | +32.7% | +46.0% |
| 3Y | +35.6% | +200.7% | -165.1% | -30.8% |
| 5Y | +66.7% | +157.5% | -90.8% | -12.2% |
| 10Y | +167.9% | +262.0% | -94.0% | +1.9% |
| All | +167.9% | +264.2% | -96.2% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling