-13.3%
VFC vs STLA
-40.1%
+26.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -11.9% | -2.4% | -9.6% | -11.4% |
| 3M | -20.2% | -23.9% | +3.7% | -12.8% |
| 6M | -23.0% | -24.6% | +1.6% | -15.5% |
| YTD | -26.2% | -50.5% | +24.3% | -7.7% |
| 1Y | -13.3% | -39.8% | +26.5% | -3.1% |
| All | -13.3% | -40.1% | +26.8% | -3.1% |
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 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