+1,174.9%
VSH vs STT
+6,268.9%
-5,094.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -12.9% | -2.5% | -10.5% | -11.8% |
| 30D | -36.9% | -5.0% | -31.9% | -35.1% |
| 3M | -28.8% | -10.5% | -18.3% | -24.9% |
| 6M | -30.3% | +10.0% | -40.3% | -32.6% |
| YTD | +62.4% | +30.7% | +31.7% | +46.0% |
| 1Y | +62.5% | +43.8% | +18.8% | +40.6% |
| 3Y | +7.4% | +168.1% | -160.7% | -27.3% |
| 5Y | +25.4% | +101.4% | -76.0% | -7.3% |
| 10Y | +102.6% | +211.3% | -108.7% | +23.7% |
| All | +1,174.9% | +6,268.9% | -5,094.0% | +235.3% |
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