+55.6%
VFC vs STLA
-53.0%
+108.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +3.3% |
| 7D | +21.5% | -0.6% | +22.1% | +21.6% |
| 30D | +46.7% | +3.6% | +43.1% | +44.6% |
| 3M | +38.4% | -20.6% | +59.0% | +48.1% |
| 6M | +15.2% | -34.3% | +49.5% | +31.8% |
| YTD | +17.8% | -57.3% | +75.1% | +57.2% |
| 1Y | +55.6% | -52.6% | +108.2% | +88.7% |
| All | +55.6% | -53.0% | +108.6% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling