+396.3%
VUG vs STT
+211.9%
+184.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.6% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | -8.2% | -2.3% | -5.8% | -7.3% |
| 3M | -5.4% | -7.0% | +1.5% | -3.0% |
| 6M | -2.5% | +15.5% | -18.0% | -7.9% |
| YTD | +4.2% | +35.6% | -31.4% | -7.5% |
| 1Y | +5.0% | +47.9% | -42.8% | -9.8% |
| 3Y | +81.7% | +181.1% | -99.4% | +21.9% |
| 5Y | +62.5% | +108.2% | -45.7% | +17.5% |
| 10Y | +396.3% | +201.0% | +195.3% | +209.0% |
| All | +396.3% | +211.9% | +184.5% | +209.0% |
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 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