+263.8%
STLA vs VT
+487.0%
-223.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | +0.4% | +2.1% | +2.1% |
| 30D | -1.2% | +1.0% | -2.2% | -2.3% |
| 3M | -24.8% | +2.4% | -27.1% | -26.8% |
| 6M | -25.6% | +12.0% | -37.6% | -34.9% |
| YTD | -48.9% | +15.3% | -64.3% | -57.3% |
| 1Y | -38.8% | +22.6% | -61.4% | -52.2% |
| 3Y | -64.5% | +74.7% | -139.2% | -81.4% |
| 5Y | -62.4% | +66.1% | -128.6% | -78.5% |
| 10Y | +55.4% | +225.0% | -169.6% | -51.9% |
| All | +263.8% | +487.0% | -223.2% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling