-97.1%
STEM vs VT
+118.8%
-215.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.4% | +0.4% | +1.9% | +1.2% |
| 30D | -4.0% | +1.0% | -4.9% | -6.0% |
| 3M | -39.3% | +2.4% | -41.6% | -41.4% |
| 6M | -44.6% | +12.0% | -56.6% | -56.1% |
| YTD | -63.0% | +15.3% | -78.3% | -72.4% |
| 1Y | -60.9% | +22.6% | -83.4% | -73.7% |
| 3Y | -94.6% | +74.7% | -169.3% | -98.4% |
| 5Y | -98.9% | +66.1% | -165.1% | -99.6% |
| All | -97.1% | +118.8% | -215.9% | -99.3% |
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 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