+21.1%
STM vs VEA
+60.9%
-39.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | +0.8% |
| 7D | +1.7% | +0.3% | +1.3% | +1.1% |
| 30D | -5.2% | +0.4% | -5.6% | -5.9% |
| 3M | -29.6% | +4.8% | -34.4% | -33.8% |
| 6M | +54.4% | +11.3% | +43.1% | +32.2% |
| YTD | +99.5% | +17.4% | +82.1% | +56.0% |
| 1Y | +100.8% | +26.2% | +74.6% | +38.8% |
| 3Y | +20.2% | +77.7% | -57.6% | -52.3% |
| 5Y | +21.1% | +60.9% | -39.8% | -40.0% |
| All | +21.1% | +60.9% | -39.7% | -40.0% |
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