-77.2%
STLA vs VCLT
+14.9%
-92.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -4.3% |
| 7D | -13.1% | -1.9% | -11.2% | -10.7% |
| 30D | -13.3% | +1.4% | -14.7% | -14.8% |
| 3M | -27.9% | -1.8% | -26.1% | -25.9% |
| 6M | -47.8% | -3.9% | -43.9% | -44.9% |
| YTD | -64.6% | -3.9% | -60.6% | -62.4% |
| 1Y | -64.0% | -4.7% | -59.3% | -61.4% |
| All | -77.2% | +14.9% | -92.1% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling