+1,216.9%
VST vs STT
+257.8%
+959.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | +0.5% | +8.4% | +8.7% |
| 30D | +6.2% | +3.9% | +2.3% | +4.6% |
| 3M | -2.7% | +20.0% | -22.7% | -9.5% |
| 6M | -8.4% | +55.3% | -63.7% | -23.2% |
| YTD | -7.2% | +53.3% | -60.5% | -21.9% |
| 1Y | -20.9% | +74.7% | -95.6% | -36.9% |
| 3Y | +384.0% | +205.8% | +178.2% | +212.7% |
| 5Y | +757.1% | +145.0% | +612.1% | +476.3% |
| All | +1,216.9% | +257.8% | +959.1% | +614.4% |
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