-73.7%
STLA vs VLTO
+69.5%
-143.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.5% | +5.4% | -9.9% | -6.9% |
| 30D | -3.9% | +22.3% | -26.2% | -13.3% |
| 3M | -20.2% | +19.6% | -39.8% | -27.1% |
| 6M | -42.2% | +35.2% | -77.3% | -50.7% |
| YTD | -59.3% | +17.9% | -77.2% | -62.5% |
| 1Y | -56.1% | +19.5% | -75.6% | -59.9% |
| 3Y | -73.7% | +73.9% | -147.6% | -79.7% |
| All | -73.7% | +69.5% | -143.1% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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