+161.1%
VEA vs STLA
+55.1%
+106.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.5% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | -0.8% | +0.9% | -1.8% | -1.3% |
| 3M | +2.5% | -21.6% | +24.1% | +8.6% |
| 6M | +11.1% | -21.6% | +32.8% | +17.2% |
| YTD | +17.2% | -50.4% | +67.6% | +37.3% |
| 1Y | +24.5% | -43.6% | +68.1% | +39.4% |
| 3Y | +75.4% | -66.4% | +141.8% | +118.4% |
| 5Y | +61.1% | -62.3% | +123.4% | +87.9% |
| All | +161.1% | +55.1% | +106.0% | +124.1% |
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