+1,250.4%
VUG vs STT
+479.2%
+771.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -0.3% | +3.9% | -4.2% | -1.5% |
| 3M | -0.7% | +20.0% | -20.6% | -5.9% |
| 6M | +14.6% | +55.3% | -40.7% | +0.7% |
| YTD | +9.0% | +53.3% | -44.3% | -4.1% |
| 1Y | +14.9% | +74.7% | -59.8% | -2.8% |
| 3Y | +86.0% | +205.8% | -119.8% | +33.3% |
| 5Y | +76.7% | +145.0% | -68.3% | +32.1% |
| 10Y | +411.3% | +266.0% | +145.3% | +225.5% |
| All | +1,250.4% | +479.2% | +771.3% | +504.4% |
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