+48.7%
STLA vs VCLT
+16.9%
+31.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -5.2% | +0.1% | -5.3% | -5.2% |
| 3M | -24.9% | -2.9% | -22.0% | -23.3% |
| 6M | -25.2% | -4.0% | -21.2% | -22.9% |
| YTD | -51.4% | -2.2% | -49.2% | -50.5% |
| 1Y | -40.7% | -2.6% | -38.1% | -39.4% |
| 3Y | -66.3% | +12.3% | -78.5% | -68.2% |
| 5Y | -63.2% | -16.4% | -46.9% | -59.8% |
| 10Y | +48.7% | +18.1% | +30.7% | +38.5% |
| All | +48.7% | +16.9% | +31.8% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling