+21.1%
STM vs VEA
+79.2%
-58.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.3% |
| 7D | +5.2% | +1.9% | +3.3% | +1.5% |
| 30D | -7.4% | +0.8% | -8.1% | -8.6% |
| 3M | -30.6% | +5.7% | -36.3% | -36.1% |
| 6M | +66.4% | +13.3% | +53.1% | +36.8% |
| YTD | +101.1% | +18.4% | +82.7% | +52.6% |
| 1Y | +97.4% | +27.0% | +70.4% | +32.1% |
| 3Y | +21.1% | +79.3% | -58.1% | -51.7% |
| All | +21.1% | +79.2% | -58.0% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling