+227.8%
VST vs STT
+164.8%
+63.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.7% | -1.4% | -3.5% |
| 7D | -19.9% | -4.9% | -15.0% | -17.7% |
| 30D | -29.7% | -6.0% | -23.7% | -27.2% |
| 3M | -19.6% | -11.7% | -7.9% | -13.9% |
| 6M | -29.4% | +11.7% | -41.1% | -34.0% |
| YTD | -29.7% | +30.4% | -60.1% | -40.4% |
| 1Y | -40.0% | +43.9% | -84.0% | -52.3% |
| All | +227.8% | +164.8% | +63.0% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling