-74.2%
STLA vs VCLT
-17.0%
-57.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.0% |
| 7D | -13.1% | -1.9% | -11.2% | -11.6% |
| 30D | -13.3% | +1.4% | -14.7% | -14.2% |
| 3M | -27.9% | -1.8% | -26.1% | -26.6% |
| 6M | -47.8% | -3.9% | -43.9% | -46.0% |
| YTD | -64.6% | -3.9% | -60.6% | -63.2% |
| 1Y | -64.0% | -4.7% | -59.3% | -62.4% |
| 3Y | -76.8% | +14.1% | -90.9% | -78.2% |
| 5Y | -74.2% | -16.6% | -57.5% | -76.9% |
| All | -74.2% | -17.0% | -57.2% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling