+160.5%
VEA vs STLA
-4.1%
+164.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | +2.3% | -13.8% | +16.0% | +6.2% |
| 30D | +0.2% | -10.5% | +10.7% | +2.7% |
| 3M | -5.3% | -28.9% | +23.5% | +2.4% |
| 6M | -0.9% | -49.7% | +48.8% | +17.0% |
| YTD | +12.2% | -64.9% | +77.1% | +43.2% |
| 1Y | +16.1% | -64.0% | +80.1% | +46.7% |
| 3Y | +73.0% | -77.4% | +150.4% | +139.1% |
| 5Y | +53.7% | -74.4% | +128.1% | +97.9% |
| All | +160.5% | -4.1% | +164.6% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling