+1,636.0%
VSH vs STT
+7,372.9%
-5,737.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.3% | +4.4% |
| 7D | +4.1% | +0.5% | +3.6% | +3.9% |
| 30D | -4.2% | +3.9% | -8.0% | -5.7% |
| 3M | -50.0% | +20.0% | -69.9% | -53.7% |
| 6M | +80.2% | +55.3% | +24.9% | +49.8% |
| YTD | +121.1% | +53.3% | +67.8% | +84.7% |
| 1Y | +112.0% | +74.7% | +37.3% | +68.2% |
| 3Y | +22.5% | +205.8% | -183.3% | -22.1% |
| 5Y | +64.0% | +145.0% | -81.0% | +10.8% |
| 10Y | +170.4% | +266.0% | -95.6% | +53.1% |
| All | +1,636.0% | +7,372.9% | -5,737.0% | +324.1% |
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