-90.3%
STIM vs VT
+156.9%
-247.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +1.7% | +18.0% | +17.2% |
| 7D | +19.7% | -0.3% | +20.0% | +20.8% |
| 30D | +23.0% | -1.4% | +24.4% | +26.2% |
| 3M | +17.6% | -1.4% | +19.0% | +20.7% |
| 6M | +33.9% | +5.5% | +28.4% | +25.1% |
| YTD | +96.0% | +12.8% | +83.2% | +67.8% |
| 1Y | -5.7% | +15.4% | -21.2% | -21.4% |
| 3Y | +93.2% | +76.9% | +16.3% | -8.0% |
| 5Y | -50.1% | +60.4% | -110.5% | -72.4% |
| All | -90.3% | +156.9% | -247.2% | -96.6% |
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