+153.8%
STT vs VTEB
+0.9%
+152.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -1.4% | -1.2% | -0.1% | -0.5% |
| 30D | +2.2% | -2.9% | +5.0% | +4.3% |
| 3M | +18.8% | -3.2% | +22.0% | +21.6% |
| 6M | +57.9% | -2.6% | +60.6% | +61.0% |
| YTD | +51.0% | -1.8% | +52.8% | +53.0% |
| 1Y | +77.1% | +0.2% | +76.9% | +77.0% |
| 3Y | +199.8% | +8.2% | +191.6% | +179.4% |
| All | +153.8% | +0.9% | +152.9% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling