-98.9%
STEM vs VT
+105.3%
-204.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -4.1% | -20.2% | -13.8% |
| 7D | -8.8% | -4.2% | -4.6% | +5.0% |
| 30D | -54.3% | -5.8% | -48.5% | -44.8% |
| 3M | -62.4% | -5.2% | -57.2% | -55.1% |
| 6M | -79.4% | +0.1% | -79.5% | -77.8% |
| YTD | -85.5% | +8.2% | -93.7% | -86.8% |
| 1Y | -88.9% | +10.1% | -99.0% | -90.1% |
| 3Y | -97.0% | +69.7% | -166.7% | -99.0% |
| 5Y | -99.6% | +53.4% | -152.9% | -99.8% |
| All | -98.9% | +105.3% | -204.2% | -99.7% |
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