+82.0%
VFC vs STLA
+189.2%
-107.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.7% | -6.4% | +14.0% | +9.6% |
| 30D | +39.2% | -1.3% | +40.5% | +39.2% |
| 3M | +40.3% | -19.9% | +60.2% | +48.0% |
| 6M | +11.4% | -42.9% | +54.3% | +28.5% |
| YTD | +17.5% | -59.4% | +76.9% | +46.8% |
| 1Y | +45.9% | -56.8% | +102.7% | +79.0% |
| 3Y | +47.3% | -73.1% | +120.4% | +100.5% |
| 5Y | -67.2% | -70.1% | +2.9% | -57.1% |
| 10Y | -46.1% | +19.8% | -65.9% | -43.5% |
| All | +82.0% | +189.2% | -107.2% | +88.1% |
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 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