+189.9%
STLA vs VO
+572.7%
-382.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.5% | -2.6% | -2.0% | -1.8% |
| 30D | -3.9% | -0.9% | -3.0% | -2.8% |
| 3M | -20.2% | -3.0% | -17.2% | -17.3% |
| 6M | -42.2% | +2.2% | -44.4% | -43.2% |
| YTD | -59.3% | +10.6% | -69.9% | -63.5% |
| 1Y | -56.1% | +12.5% | -68.6% | -61.2% |
| 3Y | -73.7% | +61.4% | -135.0% | -83.6% |
| 5Y | -70.3% | +33.4% | -103.7% | -77.3% |
| 10Y | +23.1% | +201.5% | -178.5% | -53.0% |
| All | +189.9% | +572.7% | -382.9% | -14.8% |
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