-73.1%
STLA vs VLTO
+73.3%
-146.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | -6.4% | +2.0% | -8.4% | -7.3% |
| 30D | -1.3% | +21.8% | -23.1% | -10.8% |
| 3M | -19.9% | +20.2% | -40.1% | -27.1% |
| 6M | -42.9% | +36.3% | -79.2% | -51.5% |
| YTD | -59.4% | +18.8% | -78.2% | -62.8% |
| 1Y | -56.8% | +20.4% | -77.2% | -60.8% |
| 3Y | -73.1% | +71.9% | -145.0% | -79.4% |
| All | -73.1% | +73.3% | -146.3% | -79.4% |
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