+47.8%
STLA vs VO
+192.5%
-144.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.4% |
| 7D | +0.7% | +0.6% | +0.1% | 0.0% |
| 30D | -2.4% | -1.1% | -1.3% | -1.0% |
| 3M | -23.9% | +4.5% | -28.4% | -27.8% |
| 6M | -24.6% | +11.1% | -35.7% | -33.6% |
| YTD | -50.5% | +13.5% | -64.0% | -58.0% |
| 1Y | -39.8% | +14.5% | -54.3% | -49.1% |
| 3Y | -65.6% | +58.1% | -123.7% | -80.0% |
| 5Y | -62.1% | +43.3% | -105.4% | -75.0% |
| 10Y | +47.8% | +193.2% | -145.4% | -61.7% |
| All | +47.8% | +192.5% | -144.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling