+348.3%
STE vs VT
+221.8%
+126.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +4.8% | +2.4% | +2.4% | +2.7% |
| 30D | +21.7% | -1.5% | +23.2% | +22.9% |
| 3M | +12.3% | -4.1% | +16.4% | +15.9% |
| 6M | +26.0% | +0.6% | +25.4% | +24.3% |
| YTD | +5.2% | +11.0% | -5.9% | -4.8% |
| 1Y | +2.4% | +13.3% | -11.0% | -9.0% |
| 3Y | +34.4% | +73.4% | -38.9% | -19.0% |
| 5Y | +19.5% | +57.4% | -37.9% | -21.6% |
| All | +348.3% | +221.8% | +126.6% | +42.7% |
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