+1,049.7%
STE vs VT
+363.9%
+685.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +5.8% |
| 7D | +8.4% | -0.3% | +8.7% | +8.7% |
| 30D | +17.5% | -1.4% | +18.9% | +18.7% |
| 3M | +6.8% | -1.4% | +8.2% | +7.8% |
| 6M | +17.5% | +5.5% | +12.0% | +12.0% |
| YTD | -1.4% | +12.8% | -14.2% | -10.7% |
| 1Y | +3.4% | +15.4% | -12.0% | -8.2% |
| 3Y | +17.4% | +76.9% | -59.5% | -26.1% |
| 5Y | +16.8% | +60.4% | -43.6% | -20.5% |
| 10Y | +320.6% | +232.8% | +87.8% | +64.0% |
| All | +1,049.7% | +363.9% | +685.9% | +248.3% |
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