+16.4%
VFC vs STLA
+263.8%
-247.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | -11.6% | -1.2% | -10.4% | -11.5% |
| 3M | -18.1% | -24.8% | +6.7% | -11.9% |
| 6M | -27.4% | -25.6% | -1.8% | -21.7% |
| YTD | -24.8% | -48.9% | +24.1% | -11.3% |
| 1Y | -8.2% | -38.8% | +30.6% | +2.6% |
| 3Y | -29.1% | -64.5% | +35.4% | -9.9% |
| 5Y | -79.2% | -62.4% | -16.7% | -74.3% |
| 10Y | -68.1% | +55.4% | -123.5% | -68.5% |
| All | +16.4% | +263.8% | -247.4% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling