+664.5%
STM vs VEA
+160.2%
+504.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | +0.7% |
| 7D | +1.7% | +0.3% | +1.3% | +1.1% |
| 30D | -5.2% | +0.4% | -5.6% | -5.8% |
| 3M | -29.6% | +4.8% | -34.4% | -33.6% |
| 6M | +54.4% | +11.3% | +43.1% | +32.9% |
| YTD | +99.5% | +17.4% | +82.1% | +57.4% |
| 1Y | +100.8% | +26.2% | +74.6% | +40.6% |
| 3Y | +20.2% | +77.7% | -57.6% | -51.1% |
| 5Y | +21.1% | +60.9% | -39.8% | -39.4% |
| 10Y | +664.5% | +163.6% | +501.0% | +100.3% |
| All | +664.5% | +160.2% | +504.3% | +100.3% |
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