+402.8%
VUG vs STT
+198.3%
+204.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.5% | +4.8% | -2.3% | +0.8% |
| 30D | -6.3% | +3.9% | -10.2% | -7.5% |
| 3M | -6.0% | -8.2% | +2.1% | -3.1% |
| 6M | -3.5% | +15.6% | -19.2% | -8.8% |
| YTD | +3.9% | +37.6% | -33.7% | -8.3% |
| 1Y | +5.1% | +50.1% | -45.0% | -10.3% |
| 3Y | +77.9% | +183.1% | -105.2% | +18.9% |
| 5Y | +62.4% | +104.8% | -42.4% | +17.9% |
| All | +402.8% | +198.3% | +204.6% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling