+941.6%
STE vs VT
+374.2%
+567.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.6% | +0.4% | -4.1% | -4.0% |
| 30D | -3.2% | +1.0% | -4.2% | -3.9% |
| 3M | +6.5% | +2.4% | +4.1% | +4.1% |
| 6M | -7.0% | +12.0% | -19.0% | -15.4% |
| YTD | -10.6% | +15.3% | -26.0% | -20.4% |
| 1Y | -6.9% | +22.6% | -29.5% | -21.1% |
| 3Y | +0.3% | +74.7% | -74.4% | -36.1% |
| 5Y | +8.0% | +66.1% | -58.2% | -28.5% |
| 10Y | +250.6% | +225.0% | +25.6% | +39.1% |
| All | +941.6% | +374.2% | +567.4% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling