+459.4%
STM vs VTR
+134.2%
+325.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | +1.4% | +0.1% | +1.1% |
| 30D | -8.4% | +8.2% | -16.6% | -10.8% |
| 3M | -15.8% | +4.6% | -20.4% | -17.3% |
| 6M | -22.8% | +4.3% | -27.2% | -25.1% |
| YTD | +79.4% | +19.0% | +60.4% | +66.7% |
| 1Y | +97.0% | +21.6% | +75.3% | +81.6% |
| 3Y | +14.2% | +132.2% | -118.0% | -16.4% |
| 5Y | -4.5% | +94.4% | -98.9% | -26.6% |
| All | +459.4% | +134.2% | +325.2% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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