+79.3%
VEA vs STLA
-65.4%
+144.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.1% |
| 7D | +1.9% | +0.7% | +1.1% | +1.7% |
| 30D | +0.8% | -2.4% | +3.1% | +1.0% |
| 3M | +5.7% | -23.9% | +29.6% | +10.6% |
| 6M | +13.3% | -24.6% | +37.9% | +18.4% |
| YTD | +18.4% | -50.5% | +68.9% | +32.0% |
| 1Y | +27.0% | -39.8% | +66.8% | +34.8% |
| 3Y | +79.3% | -65.6% | +144.9% | +101.4% |
| All | +79.3% | -65.4% | +144.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling