+283.6%
STT vs VTEB
+26.0%
+257.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | +2.8% | -2.1% | +4.9% | +4.0% |
| 3M | +18.1% | -2.7% | +20.8% | +19.9% |
| 6M | +59.2% | -2.1% | +61.3% | +61.1% |
| YTD | +51.5% | -1.1% | +52.6% | +52.4% |
| 1Y | +75.7% | +1.3% | +74.3% | +74.4% |
| 3Y | +200.8% | +9.0% | +191.8% | +186.4% |
| 5Y | +155.8% | +1.5% | +154.3% | +150.9% |
| 10Y | +266.4% | +18.5% | +247.9% | +363.8% |
| All | +283.6% | +26.0% | +257.7% | +536.9% |
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