-5.7%
STM vs VEA
+53.9%
-59.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +1.8% |
| 7D | -7.9% | 0.0% | -7.9% | -7.6% |
| 30D | -14.1% | -1.4% | -12.7% | -11.2% |
| 3M | -17.6% | -4.1% | -13.5% | -10.2% |
| 6M | -24.2% | -1.3% | -22.9% | -19.0% |
| YTD | +73.3% | +12.1% | +61.2% | +48.8% |
| 1Y | +90.1% | +16.1% | +74.0% | +53.8% |
| 3Y | +10.3% | +73.0% | -62.7% | -53.4% |
| 5Y | -5.7% | +55.1% | -60.9% | -50.9% |
| All | -5.7% | +53.9% | -59.6% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling