-58.8%
STLN vs VT
+133.6%
-192.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.6% | +7.9% | +7.7% |
| 7D | -36.0% | +0.4% | -36.4% | -36.2% |
| 30D | -39.7% | -2.6% | -37.1% | -37.9% |
| 3M | -37.6% | -3.2% | -34.4% | -35.3% |
| 6M | 0.0% | +0.9% | -0.9% | -0.7% |
| YTD | +12.4% | +11.3% | +1.1% | +1.2% |
| 1Y | +12.8% | +14.0% | -1.2% | -0.6% |
| 3Y | +70.2% | +75.8% | -5.6% | +4.2% |
| 5Y | -60.0% | +57.8% | -117.8% | -74.4% |
| All | -58.8% | +133.6% | -192.3% | -74.3% |
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 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