-38.9%
STLN vs VT
+142.0%
-180.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.9% | +0.4% | -4.3% | -4.4% |
| 30D | +17.9% | +1.0% | +16.9% | +16.9% |
| 3M | +25.1% | +2.4% | +22.7% | +22.1% |
| 6M | +108.1% | +12.0% | +96.1% | +84.9% |
| YTD | +66.6% | +15.3% | +51.2% | +44.3% |
| 1Y | +81.9% | +22.6% | +59.3% | +49.0% |
| 3Y | +415.7% | +74.7% | +341.0% | +214.6% |
| 5Y | -40.3% | +66.1% | -106.5% | -63.3% |
| All | -38.9% | +142.0% | -180.9% | -63.3% |
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