+109.0%
VSH vs STT
+74.0%
+35.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.1% |
| 7D | +6.2% | +2.2% | +4.0% | +4.0% |
| 30D | -11.1% | +3.9% | -15.0% | -14.4% |
| 3M | -44.9% | +19.2% | -64.1% | -53.6% |
| 6M | +90.0% | +60.4% | +29.6% | +19.1% |
| YTD | +118.8% | +51.5% | +67.3% | +41.6% |
| 1Y | +109.0% | +76.3% | +32.7% | +14.0% |
| All | +109.0% | +74.0% | +35.0% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling