-17.9%
STM vs VT
+53.2%
-71.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.1% | -8.3% | -4.2% |
| 7D | -20.1% | -4.2% | -15.9% | -12.6% |
| 30D | -32.0% | -5.8% | -26.2% | -22.7% |
| 3M | -24.2% | -5.2% | -18.9% | -14.5% |
| 6M | -29.9% | +0.1% | -30.1% | -26.9% |
| YTD | +54.9% | +8.2% | +46.7% | +41.3% |
| 1Y | +68.0% | +10.1% | +57.9% | +48.6% |
| 3Y | -0.1% | +69.7% | -69.8% | -57.6% |
| 5Y | -17.9% | +53.4% | -71.3% | -57.8% |
| All | -17.9% | +53.2% | -71.1% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling