-92.3%
STIM vs VT
+147.0%
-239.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | +0.2% | -11.8% | -11.9% |
| 7D | -4.4% | -2.3% | -2.1% | -0.4% |
| 30D | -0.9% | -5.0% | +4.0% | +7.7% |
| 3M | -4.4% | -4.9% | +0.4% | +3.7% |
| 6M | +12.6% | -1.5% | +14.1% | +17.2% |
| YTD | +55.8% | +8.5% | +47.3% | +41.8% |
| 1Y | -14.7% | +11.4% | -26.1% | -24.8% |
| 3Y | +66.0% | +70.1% | -4.0% | -16.0% |
| 5Y | -60.0% | +53.7% | -113.8% | -76.4% |
| All | -92.3% | +147.0% | -239.3% | -97.2% |
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