+18.5%
STE vs VT
+53.2%
-34.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +5.5% |
| 7D | +9.5% | -4.2% | +13.6% | +12.8% |
| 30D | +21.8% | -5.8% | +27.6% | +27.1% |
| 3M | +9.5% | -5.2% | +14.8% | +13.7% |
| 6M | +20.0% | +0.1% | +19.9% | +18.7% |
| YTD | +1.1% | +8.2% | -7.1% | -6.1% |
| 1Y | +5.4% | +10.1% | -4.7% | -3.5% |
| 3Y | +20.3% | +69.7% | -49.3% | -25.6% |
| 5Y | +18.5% | +53.4% | -34.9% | -18.5% |
| All | +18.5% | +53.2% | -34.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling