-52.6%
STLA vs VCLT
-3.2%
-49.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.1% |
| 7D | -0.6% | +0.4% | -1.1% | -1.3% |
| 30D | +3.6% | +3.9% | -0.4% | -3.2% |
| 3M | -20.6% | -1.9% | -18.7% | -17.8% |
| 6M | -34.3% | -2.6% | -31.7% | -31.2% |
| YTD | -57.3% | -3.1% | -54.2% | -54.9% |
| 1Y | -52.6% | -3.6% | -49.1% | -49.6% |
| All | -52.6% | -3.2% | -49.4% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling