+655.9%
STM vs VTEB
+17.9%
+638.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.0% |
| 7D | -1.4% | -0.9% | -0.5% | +0.1% |
| 30D | -4.9% | -2.5% | -2.4% | -1.1% |
| 3M | -34.0% | -3.0% | -31.0% | -30.6% |
| 6M | +51.8% | -2.1% | +54.0% | +57.9% |
| YTD | +99.4% | -1.5% | +100.9% | +105.6% |
| 1Y | +99.1% | +0.2% | +98.9% | +100.5% |
| 3Y | +19.5% | +8.6% | +10.9% | +6.8% |
| 5Y | +19.5% | +1.2% | +18.3% | +17.5% |
| All | +655.9% | +17.9% | +638.0% | +721.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling