-63.9%
STLN vs VT
+133.0%
-196.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.4% |
| 7D | -3.3% | +2.4% | -5.7% | -5.5% |
| 30D | -46.2% | -1.5% | -44.7% | -45.3% |
| 3M | -44.1% | -4.1% | -40.0% | -41.5% |
| 6M | -14.2% | +0.6% | -14.8% | -14.4% |
| YTD | -1.7% | +11.0% | -12.7% | -11.2% |
| 1Y | +13.6% | +13.3% | +0.3% | +0.6% |
| 3Y | +37.3% | +73.4% | -36.1% | -15.0% |
| 5Y | -68.1% | +57.4% | -125.6% | -79.5% |
| All | -63.9% | +133.0% | -196.9% | -77.4% |
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