-67.9%
VFC vs STLA
-70.1%
+2.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | +11.2% | -4.5% | +15.7% | +13.5% |
| 30D | +41.5% | -3.9% | +45.4% | +43.1% |
| 3M | +38.9% | -20.2% | +59.1% | +52.5% |
| 6M | +6.1% | -42.2% | +48.3% | +35.5% |
| YTD | +14.5% | -59.3% | +73.9% | +70.0% |
| 1Y | +46.0% | -56.1% | +102.0% | +107.1% |
| 3Y | +36.4% | -73.7% | +110.0% | +132.6% |
| All | -67.9% | -70.1% | +2.2% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling