+3,343.4%
STX vs VTEB
+17.9%
+3,325.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | -2.3% | -0.9% | -1.3% | -1.6% |
| 30D | -5.5% | -2.5% | -3.0% | -3.7% |
| 3M | -4.3% | -3.0% | -1.3% | -2.2% |
| 6M | +115.6% | -2.1% | +117.7% | +119.2% |
| YTD | +202.2% | -1.5% | +203.7% | +205.9% |
| 1Y | +325.3% | +0.2% | +325.1% | +325.5% |
| 3Y | +1,283.9% | +8.6% | +1,275.4% | +1,211.3% |
| 5Y | +1,048.3% | +1.2% | +1,047.1% | +1,027.0% |
| All | +3,343.4% | +17.9% | +3,325.6% | +3,662.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling