-4.6%
STM vs VO
+36.2%
-40.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +3.1% | +8.9% | +6.7% |
| 30D | -0.4% | +2.2% | -2.6% | -3.2% |
| 3M | -13.2% | -2.5% | -10.7% | -8.7% |
| 6M | -26.1% | +7.0% | -33.0% | -32.0% |
| YTD | +81.2% | +14.0% | +67.2% | +52.7% |
| 1Y | +98.3% | +15.6% | +82.7% | +63.7% |
| 3Y | +16.7% | +66.2% | -49.4% | -42.3% |
| All | -4.6% | +36.2% | -40.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling