+725.0%
VTV vs STT
+479.2%
+245.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +1.1% | +3.9% | -2.8% | -0.2% |
| 3M | +5.9% | +20.0% | -14.1% | -0.4% |
| 6M | +11.6% | +55.3% | -43.7% | -3.7% |
| YTD | +19.8% | +53.3% | -33.5% | +3.6% |
| 1Y | +26.2% | +74.7% | -48.5% | +4.4% |
| 3Y | +68.5% | +205.8% | -137.4% | +15.0% |
| 5Y | +79.9% | +145.0% | -65.1% | +27.9% |
| 10Y | +229.7% | +266.0% | -36.3% | +96.2% |
| All | +725.0% | +479.2% | +245.8% | +237.9% |
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