+686.3%
STM vs VTEB
+26.8%
+659.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.0% |
| 7D | +12.0% | -1.2% | +13.2% | +13.8% |
| 30D | -0.4% | +2.5% | -2.8% | -3.8% |
| 3M | -13.2% | -1.7% | -11.5% | -11.3% |
| 6M | -26.1% | -1.2% | -24.8% | -24.7% |
| YTD | +81.2% | -0.5% | +81.7% | +83.2% |
| 1Y | +98.3% | -0.1% | +98.4% | +99.5% |
| 3Y | +16.7% | +10.5% | +6.3% | +3.2% |
| 5Y | -4.8% | +2.6% | -7.4% | -8.4% |
| 10Y | +468.8% | +22.4% | +446.4% | +606.6% |
| All | +686.3% | +26.8% | +659.5% | +1,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling