+213.0%
VT vs STT
+203.9%
+9.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -2.4% |
| 7D | -4.2% | -4.9% | +0.7% | -2.4% |
| 30D | -5.8% | -6.0% | +0.2% | -3.7% |
| 3M | -5.2% | -11.7% | +6.4% | -1.0% |
| 6M | +0.1% | +11.7% | -11.6% | -4.1% |
| YTD | +8.2% | +30.4% | -22.2% | -2.4% |
| 1Y | +10.1% | +43.9% | -33.8% | -4.3% |
| 3Y | +69.7% | +165.4% | -95.7% | +16.6% |
| 5Y | +53.4% | +101.0% | -47.6% | +12.5% |
| All | +213.0% | +203.9% | +9.0% | +91.6% |
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