+377.4%
VT vs STT
+340.5%
+37.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.4% | +0.5% | 0.0% | +0.3% |
| 30D | +1.0% | +3.9% | -2.9% | -0.3% |
| 3M | +2.4% | +20.0% | -17.6% | -3.5% |
| 6M | +12.0% | +55.3% | -43.3% | -2.8% |
| YTD | +15.3% | +53.3% | -38.0% | +0.3% |
| 1Y | +22.6% | +74.7% | -52.1% | +2.2% |
| 3Y | +74.7% | +205.8% | -131.2% | +21.0% |
| 5Y | +66.1% | +145.0% | -78.9% | +20.0% |
| 10Y | +225.0% | +266.0% | -41.0% | +96.2% |
| All | +377.4% | +340.5% | +37.0% | +121.9% |
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