+70.1%
VT vs STT
+165.4%
-95.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.3% | -2.5% | +0.2% | -1.4% |
| 30D | -5.0% | -5.0% | 0.0% | -3.2% |
| 3M | -4.9% | -10.5% | +5.6% | -1.1% |
| 6M | -1.5% | +10.0% | -11.6% | -5.4% |
| YTD | +8.5% | +30.7% | -22.2% | -2.8% |
| 1Y | +11.4% | +43.8% | -32.4% | -3.9% |
| 3Y | +70.1% | +168.1% | -98.0% | +15.0% |
| All | +70.1% | +165.4% | -95.3% | +15.0% |
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