-73.6%
STLA vs VLTO
+56.3%
-129.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -4.9% | +1.6% | -6.5% | -5.6% |
| 30D | -4.9% | +22.0% | -26.9% | -14.0% |
| 3M | -23.7% | +21.9% | -45.5% | -30.9% |
| 6M | -45.0% | +36.5% | -81.5% | -53.2% |
| YTD | -60.9% | +19.0% | -79.9% | -64.2% |
| 1Y | -58.9% | +21.0% | -79.9% | -62.8% |
| 3Y | -74.4% | +69.9% | -144.3% | -80.7% |
| All | -73.6% | +56.3% | -129.9% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling