+263.8%
STLA vs VO
+594.8%
-331.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +2.6% | -0.3% | +2.8% | +2.9% |
| 30D | -1.2% | -0.3% | -0.9% | -0.9% |
| 3M | -24.8% | +2.9% | -27.7% | -26.9% |
| 6M | -25.6% | +9.3% | -34.9% | -32.1% |
| YTD | -48.9% | +14.2% | -63.1% | -55.9% |
| 1Y | -38.8% | +15.3% | -54.0% | -47.3% |
| 3Y | -64.5% | +56.2% | -120.8% | -77.3% |
| 5Y | -62.4% | +42.4% | -104.9% | -73.3% |
| 10Y | +55.4% | +194.7% | -139.4% | -40.3% |
| All | +263.8% | +594.8% | -331.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling