+16.1%
STM vs VO
+66.5%
-50.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +2.1% |
| 7D | +16.3% | +2.9% | +13.4% | +10.0% |
| 30D | -6.3% | +1.0% | -7.3% | -7.3% |
| 3M | -14.1% | -1.7% | -12.4% | -10.3% |
| 6M | -19.6% | +6.7% | -26.3% | -26.9% |
| YTD | +80.1% | +14.0% | +66.2% | +47.6% |
| 1Y | +95.4% | +13.7% | +81.7% | +60.8% |
| All | +16.1% | +66.5% | -50.5% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling