+221.8%
VT vs STT
+198.3%
+23.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.4% | +4.8% | -2.4% | +0.6% |
| 30D | -1.5% | +3.9% | -5.4% | -2.9% |
| 3M | -4.1% | -8.2% | +4.0% | -1.2% |
| 6M | +0.6% | +15.6% | -15.1% | -4.9% |
| YTD | +11.0% | +37.6% | -26.6% | -1.8% |
| 1Y | +13.3% | +50.1% | -36.8% | -3.0% |
| 3Y | +73.4% | +183.1% | -109.7% | +16.3% |
| 5Y | +57.4% | +104.8% | -47.4% | +14.6% |
| All | +221.8% | +198.3% | +23.6% | +92.7% |
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