+1,112.0%
VST vs STT
+204.5%
+907.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.4% | +10.5% |
| 7D | -9.8% | -2.5% | -7.3% | -9.0% |
| 30D | -25.1% | -5.0% | -20.2% | -23.6% |
| 3M | -11.6% | -10.5% | -1.1% | -7.7% |
| 6M | -20.9% | +10.0% | -30.9% | -23.9% |
| YTD | -22.3% | +30.7% | -53.0% | -30.4% |
| 1Y | -32.0% | +43.8% | -75.8% | -41.4% |
| 3Y | +262.4% | +168.1% | +94.3% | +146.8% |
| 5Y | +563.4% | +101.4% | +462.0% | +382.9% |
| All | +1,112.0% | +204.5% | +907.5% | +612.7% |
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