+73.0%
VEA vs STT
+182.6%
-109.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +2.3% | +4.8% | -2.5% | +0.6% |
| 30D | +0.2% | +3.9% | -3.7% | -1.1% |
| 3M | -5.3% | -8.2% | +2.8% | -2.7% |
| 6M | -0.9% | +15.6% | -16.5% | -5.9% |
| YTD | +12.2% | +37.6% | -25.4% | +0.1% |
| 1Y | +16.1% | +50.1% | -34.0% | +0.6% |
| 3Y | +73.0% | +183.1% | -110.1% | +19.0% |
| All | +73.0% | +182.6% | -109.6% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling