+367.1%
VT vs STT
+293.2%
+73.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.4% | -1.7% | +0.2% | -0.9% |
| 3M | -1.4% | -6.4% | +5.0% | +0.6% |
| 6M | +5.5% | +17.7% | -12.2% | -0.1% |
| YTD | +12.8% | +36.9% | -24.0% | +1.6% |
| 1Y | +15.4% | +52.0% | -36.6% | +0.6% |
| 3Y | +76.9% | +178.6% | -101.7% | +26.2% |
| 5Y | +60.4% | +109.1% | -48.7% | +21.9% |
| 10Y | +232.8% | +226.1% | +6.7% | +108.3% |
| All | +367.1% | +293.2% | +73.9% | +124.8% |
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