-6.3%
STE vs VT
+23.4%
-29.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -2.0% |
| 7D | -2.6% | +0.1% | -2.8% | -2.7% |
| 30D | -2.6% | +0.8% | -3.4% | -2.9% |
| 3M | +8.2% | +2.8% | +5.5% | +7.0% |
| 6M | -6.5% | +13.0% | -19.5% | -13.0% |
| YTD | -10.0% | +15.4% | -25.4% | -16.6% |
| All | -6.3% | +23.4% | -29.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling