+319.3%
STE vs VT
+215.5%
+103.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +11.1% | -2.3% | +13.4% | +13.1% |
| 30D | +20.3% | -5.0% | +25.3% | +25.2% |
| 3M | +9.2% | -4.9% | +14.1% | +13.4% |
| 6M | +18.4% | -1.5% | +19.9% | +18.8% |
| YTD | +0.4% | +8.5% | -8.1% | -7.3% |
| 1Y | -2.2% | +11.4% | -13.5% | -11.7% |
| 3Y | +19.3% | +70.1% | -50.8% | -27.0% |
| 5Y | +17.7% | +53.7% | -36.1% | -21.3% |
| All | +319.3% | +215.5% | +103.7% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling