+392.6%
STM vs VT
+215.5%
+177.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.0% |
| 7D | -10.7% | -2.3% | -8.4% | -6.6% |
| 30D | -25.7% | -5.0% | -20.8% | -18.0% |
| 3M | -21.6% | -4.9% | -16.7% | -13.2% |
| 6M | -27.8% | -1.5% | -26.3% | -22.6% |
| YTD | +61.8% | +8.5% | +53.3% | +48.1% |
| 1Y | +78.1% | +11.4% | +66.7% | +55.9% |
| 3Y | +4.9% | +70.1% | -65.2% | -53.2% |
| 5Y | -14.3% | +53.7% | -68.0% | -52.7% |
| All | +392.6% | +215.5% | +177.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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