+3,343.4%
STX vs VEA
+165.0%
+3,178.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -5.0% |
| 7D | -2.3% | -1.5% | -0.8% | -0.6% |
| 30D | -5.5% | -0.8% | -4.6% | -4.4% |
| 3M | -4.3% | +2.5% | -6.8% | -6.1% |
| 6M | +115.6% | +11.1% | +104.5% | +93.9% |
| YTD | +202.2% | +17.2% | +185.0% | +157.8% |
| 1Y | +325.3% | +24.5% | +300.8% | +240.9% |
| 3Y | +1,283.9% | +75.4% | +1,208.5% | +662.0% |
| 5Y | +1,048.3% | +61.1% | +987.2% | +597.5% |
| All | +3,343.4% | +165.0% | +3,178.4% | +1,096.0% |
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