-26.4%
STIM vs VT
+13.3%
-39.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.1% | -20.5% | -21.8% |
| 7D | -40.1% | -0.7% | -39.4% | -39.2% |
| 30D | -23.9% | -1.7% | -22.2% | -20.7% |
| 3M | -49.2% | -2.3% | -46.9% | -46.5% |
| 6M | +7.6% | +1.5% | +6.1% | +5.5% |
| YTD | +17.4% | +12.0% | +5.3% | -13.0% |
| 1Y | -26.4% | +12.9% | -39.2% | -46.8% |
| All | -26.4% | +13.3% | -39.6% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling