+644.0%
STM vs VT
+356.1%
+287.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.3% | -1.6% | +1.3% | +2.2% |
| 30D | -15.2% | -2.5% | -12.7% | -11.6% |
| 3M | -6.8% | -1.3% | -5.5% | -4.3% |
| 6M | -12.7% | +3.1% | -15.8% | -13.6% |
| YTD | +88.2% | +10.9% | +77.3% | +69.5% |
| 1Y | +100.8% | +12.1% | +88.7% | +78.5% |
| 3Y | +21.3% | +73.9% | -52.6% | -39.1% |
| 5Y | +2.4% | +58.0% | -55.6% | -38.5% |
| 10Y | +498.8% | +225.5% | +273.3% | +55.7% |
| All | +644.0% | +356.1% | +287.9% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling