-91.3%
STIM vs VT
+146.5%
-237.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.1% | -6.1% | -4.1% |
| 7D | +2.1% | -4.2% | +6.3% | +9.7% |
| 30D | +10.0% | -5.8% | +15.8% | +21.1% |
| 3M | +3.4% | -5.2% | +8.6% | +13.0% |
| 6M | +12.0% | +0.1% | +11.9% | +13.3% |
| YTD | +76.1% | +8.2% | +67.9% | +60.9% |
| 1Y | -11.3% | +10.1% | -21.4% | -20.5% |
| 3Y | +73.6% | +69.7% | +3.9% | -11.8% |
| 5Y | -54.8% | +53.4% | -108.2% | -73.2% |
| All | -91.3% | +146.5% | -237.7% | -96.8% |
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