+99.6%
STM vs VTEB
+3.1%
+96.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.6% |
| 7D | +5.8% | -0.8% | +6.6% | +10.9% |
| 30D | -1.0% | -1.3% | +0.3% | +7.6% |
| 3M | -33.3% | -2.1% | -31.1% | -23.4% |
| 6M | +57.4% | -1.7% | +59.0% | +75.9% |
| YTD | +102.2% | -0.6% | +102.8% | +121.4% |
| 1Y | +99.6% | +3.1% | +96.5% | +109.3% |
| All | +99.6% | +3.1% | +96.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling