-70.2%
STLA vs VT
+53.2%
-123.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +1.7% |
| 7D | -5.5% | -4.2% | -1.4% | +0.8% |
| 30D | -3.7% | -5.8% | +2.1% | +5.5% |
| 3M | -21.1% | -5.2% | -15.9% | -14.2% |
| 6M | -38.3% | +0.1% | -38.5% | -38.2% |
| YTD | -59.2% | +8.2% | -67.5% | -64.2% |
| 1Y | -56.7% | +10.1% | -66.8% | -63.0% |
| 3Y | -74.3% | +69.7% | -144.0% | -88.2% |
| 5Y | -70.2% | +53.4% | -123.6% | -83.9% |
| All | -70.2% | +53.2% | -123.4% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling