+2.5%
STLA vs VO
+197.6%
-195.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -5.0% |
| 7D | -13.1% | +2.9% | -16.0% | -16.2% |
| 30D | -13.3% | +1.0% | -14.3% | -14.3% |
| 3M | -27.9% | -1.7% | -26.1% | -26.1% |
| 6M | -47.8% | +6.7% | -54.5% | -51.7% |
| YTD | -64.6% | +14.0% | -78.5% | -70.0% |
| 1Y | -64.0% | +13.7% | -77.7% | -69.4% |
| 3Y | -76.8% | +65.8% | -142.7% | -87.2% |
| 5Y | -74.2% | +36.6% | -110.8% | -81.9% |
| All | +2.5% | +197.6% | -195.1% | -75.1% |
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