+17.7%
STM vs VTEB
+8.2%
+9.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | 0.0% |
| 7D | -1.1% | -1.2% | +0.2% | +1.6% |
| 30D | -7.8% | -2.9% | -4.9% | -1.8% |
| 3M | -28.2% | -3.2% | -25.0% | -22.8% |
| 6M | +52.0% | -2.6% | +54.6% | +62.1% |
| YTD | +96.4% | -1.8% | +98.2% | +107.3% |
| 1Y | +98.8% | +0.2% | +98.6% | +104.1% |
| All | +17.7% | +8.2% | +9.5% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling