+463.1%
STM vs VEA
+160.4%
+302.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.1% |
| 7D | +1.4% | -1.3% | +2.7% | +4.4% |
| 30D | -8.4% | 0.0% | -8.3% | -7.6% |
| 3M | -15.8% | -3.6% | -12.2% | -9.4% |
| 6M | -22.8% | -0.5% | -22.3% | -18.8% |
| YTD | +79.4% | +13.0% | +66.4% | +52.6% |
| 1Y | +97.0% | +16.3% | +80.7% | +59.9% |
| 3Y | +14.2% | +74.4% | -60.2% | -51.5% |
| 5Y | -4.5% | +55.8% | -60.3% | -49.2% |
| 10Y | +463.1% | +161.1% | +302.0% | +56.5% |
| All | +463.1% | +160.4% | +302.6% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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