-57.0%
STLN vs VT
+58.0%
-115.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +9.1% |
| 7D | -31.5% | -0.1% | -31.4% | -31.4% |
| 30D | -34.5% | -3.1% | -31.5% | -31.8% |
| 3M | -29.5% | -3.5% | -26.0% | -26.2% |
| 6M | +8.5% | +0.5% | +8.0% | +8.1% |
| YTD | +21.9% | +10.8% | +11.1% | +7.5% |
| 1Y | +31.1% | +11.9% | +19.2% | +14.5% |
| 3Y | +75.7% | +73.0% | +2.7% | -5.8% |
| All | -57.0% | +58.0% | -115.0% | -70.3% |
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 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