+163.6%
VEA vs STT
+262.1%
-98.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +0.4% | +2.8% | -2.3% | -0.6% |
| 3M | +4.8% | +18.1% | -13.3% | -1.2% |
| 6M | +11.3% | +59.2% | -48.0% | -5.3% |
| YTD | +17.4% | +51.5% | -34.1% | +1.3% |
| 1Y | +26.2% | +75.7% | -49.5% | +3.4% |
| 3Y | +77.7% | +200.8% | -123.0% | +19.4% |
| 5Y | +60.9% | +155.8% | -94.9% | +10.3% |
| 10Y | +163.6% | +266.4% | -102.8% | +47.1% |
| All | +163.6% | +262.1% | -98.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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