+89.0%
VCIT vs STLA
+263.8%
-174.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.3% | +2.6% | -2.9% | -0.4% |
| 30D | -0.8% | -1.2% | +0.5% | -0.8% |
| 3M | -1.0% | -24.8% | +23.8% | -0.6% |
| 6M | -1.8% | -25.6% | +23.7% | -1.5% |
| YTD | -0.7% | -48.9% | +48.2% | +0.2% |
| 1Y | +1.0% | -38.8% | +39.7% | +1.5% |
| 3Y | +18.8% | -64.5% | +83.4% | +20.1% |
| 5Y | +3.5% | -62.4% | +65.9% | +4.2% |
| 10Y | +29.2% | +55.4% | -26.2% | +29.4% |
| All | +89.0% | +263.8% | -174.8% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling