+444.1%
STM vs VO
+197.4%
+246.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.9% | -0.2% | -7.7% | -7.2% |
| 30D | -14.1% | +0.5% | -14.6% | -14.1% |
| 3M | -17.6% | -1.1% | -16.5% | -15.5% |
| 6M | -24.2% | +6.4% | -30.6% | -29.4% |
| YTD | +73.3% | +13.5% | +59.8% | +48.6% |
| 1Y | +90.1% | +13.6% | +76.5% | +63.1% |
| 3Y | +10.3% | +65.2% | -54.9% | -43.1% |
| 5Y | -5.7% | +37.7% | -43.5% | -35.4% |
| 10Y | +444.1% | +198.4% | +245.7% | +41.8% |
| All | +444.1% | +197.4% | +246.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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