+740.0%
VTV vs STT
+419.9%
+320.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +2.9% | +4.8% | -1.9% | +1.4% |
| 30D | +3.8% | +3.9% | -0.1% | +2.5% |
| 3M | +1.6% | -8.2% | +9.7% | +4.2% |
| 6M | +11.2% | +15.6% | -4.4% | +5.7% |
| YTD | +22.0% | +37.6% | -15.6% | +9.1% |
| 1Y | +24.9% | +50.1% | -25.2% | +8.6% |
| 3Y | +78.5% | +183.1% | -104.6% | +24.9% |
| 5Y | +77.8% | +104.8% | -27.1% | +34.1% |
| 10Y | +231.1% | +201.9% | +29.2% | +109.2% |
| All | +740.0% | +419.9% | +320.1% | +256.0% |
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 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