+465.1%
STM vs VO
+197.6%
+267.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +3.1% | +8.9% | +7.1% |
| 30D | -0.4% | +2.2% | -2.6% | -2.9% |
| 3M | -13.2% | -2.5% | -10.7% | -9.0% |
| 6M | -26.1% | +7.0% | -33.0% | -31.6% |
| YTD | +81.2% | +14.0% | +67.2% | +54.4% |
| 1Y | +98.3% | +15.6% | +82.7% | +65.8% |
| 3Y | +16.7% | +66.2% | -49.4% | -40.4% |
| 5Y | -4.8% | +36.6% | -41.5% | -34.1% |
| All | +465.1% | +197.6% | +267.4% | +47.6% |
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