+777.5%
STM vs VTEB
+26.7%
+750.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +5.8% | -0.8% | +6.6% | +6.9% |
| 30D | -1.0% | -1.3% | +0.3% | +0.9% |
| 3M | -33.3% | -2.1% | -31.1% | -31.0% |
| 6M | +57.4% | -1.7% | +59.0% | +61.9% |
| YTD | +102.2% | -0.6% | +102.8% | +105.2% |
| 1Y | +99.6% | +3.1% | +96.5% | +93.6% |
| 3Y | +14.5% | +9.2% | +5.3% | +2.9% |
| 5Y | +21.4% | +2.2% | +19.2% | +17.6% |
| 10Y | +695.0% | +18.8% | +676.2% | +775.8% |
| All | +777.5% | +26.7% | +750.8% | +1,197.0% |
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