+15.4%
STLA vs VT
+215.5%
-200.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.6% |
| 7D | -4.5% | -2.3% | -2.2% | -1.2% |
| 30D | -3.9% | -5.0% | +1.1% | +3.6% |
| 3M | -20.2% | -4.9% | -15.3% | -13.9% |
| 6M | -42.2% | -1.5% | -40.6% | -40.6% |
| YTD | -59.3% | +8.5% | -67.8% | -64.2% |
| 1Y | -56.1% | +11.4% | -67.4% | -62.7% |
| 3Y | -73.7% | +70.1% | -143.7% | -87.5% |
| 5Y | -70.3% | +53.7% | -124.0% | -83.3% |
| All | +15.4% | +215.5% | -200.1% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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