+1,972.8%
STX vs VEA
+161.1%
+1,811.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +2.3% | +12.3% | +11.9% |
| 30D | -26.0% | +0.2% | -26.2% | -25.4% |
| 3M | -42.6% | -5.3% | -37.3% | -38.3% |
| 6M | -35.3% | -0.9% | -34.3% | -33.1% |
| YTD | +92.5% | +12.2% | +80.2% | +74.1% |
| 1Y | +102.4% | +16.1% | +86.3% | +76.6% |
| 3Y | +673.8% | +73.0% | +600.8% | +337.8% |
| 5Y | +463.1% | +53.7% | +409.3% | +263.7% |
| All | +1,972.8% | +161.1% | +1,811.7% | +585.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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