+465.1%
STM vs VTV
+230.1%
+235.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.3% |
| 7D | +12.0% | +2.9% | +9.1% | +7.5% |
| 30D | -0.4% | +3.8% | -4.1% | -5.3% |
| 3M | -13.2% | +1.6% | -14.7% | -14.9% |
| 6M | -26.1% | +11.2% | -37.3% | -36.1% |
| YTD | +81.2% | +22.0% | +59.2% | +38.6% |
| 1Y | +98.3% | +24.9% | +73.4% | +47.0% |
| 3Y | +16.7% | +78.5% | -61.7% | -45.8% |
| 5Y | -4.8% | +77.8% | -82.6% | -54.3% |
| All | +465.1% | +230.1% | +235.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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