+1,155.8%
VUG vs STT
+393.6%
+762.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -3.4% | -2.5% | -0.9% | -2.7% |
| 30D | -11.1% | -5.0% | -6.1% | -9.7% |
| 3M | -7.2% | -10.5% | +3.2% | -4.3% |
| 6M | -4.1% | +10.0% | -14.2% | -6.9% |
| YTD | +1.4% | +30.7% | -29.3% | -6.6% |
| 1Y | +1.9% | +43.8% | -41.9% | -8.7% |
| 3Y | +77.7% | +168.1% | -90.3% | +32.4% |
| 5Y | +57.6% | +101.4% | -43.8% | +24.9% |
| 10Y | +398.6% | +211.3% | +187.3% | +232.7% |
| All | +1,155.8% | +393.6% | +762.2% | +488.7% |
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