+3.5%
VCIT vs STLA
-70.1%
+73.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.1% | -4.5% | +4.6% | +0.3% |
| 30D | +1.9% | -3.9% | +5.8% | +2.0% |
| 3M | -1.4% | -20.2% | +18.7% | -0.8% |
| 6M | -2.1% | -42.2% | +40.0% | -0.4% |
| YTD | -1.6% | -59.3% | +57.7% | +1.1% |
| 1Y | -0.9% | -56.1% | +55.1% | +1.5% |
| 3Y | +20.0% | -73.7% | +93.6% | +24.6% |
| All | +3.5% | -70.1% | +73.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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