-8.2%
VFC vs STLA
-38.0%
+29.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.4% |
| 30D | -11.6% | -1.2% | -10.4% | -11.4% |
| 3M | -18.1% | -24.8% | +6.7% | -10.2% |
| 6M | -27.4% | -25.6% | -1.8% | -20.1% |
| YTD | -24.8% | -48.9% | +24.1% | -7.1% |
| 1Y | -8.2% | -38.8% | +30.6% | +2.7% |
| All | -8.2% | -38.0% | +29.8% | +2.7% |
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