-65.5%
STLA vs VLTO
+27.2%
-92.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | +2.6% | -2.3% | +4.9% | +3.8% |
| 30D | -1.2% | -0.9% | -0.4% | -0.8% |
| 3M | -24.8% | +13.8% | -38.6% | -29.7% |
| 6M | -25.6% | +2.0% | -27.6% | -26.3% |
| YTD | -48.9% | -3.2% | -45.8% | -48.1% |
| 1Y | -38.8% | -9.2% | -29.6% | -35.3% |
| All | -65.5% | +27.2% | -92.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling