+51.8%
VG vs STLA
-53.0%
+104.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.8% | -11.5% | -6.3% |
| 7D | -16.4% | -0.6% | -15.7% | -16.3% |
| 30D | -10.8% | +3.6% | -14.3% | -9.4% |
| 3M | -6.3% | -20.6% | +14.4% | -14.8% |
| 6M | -12.5% | -34.3% | +21.8% | -26.0% |
| YTD | +76.9% | -57.3% | +134.2% | +41.8% |
| 1Y | +51.8% | -52.6% | +104.4% | +18.4% |
| All | +51.8% | -53.0% | +104.8% | +18.4% |
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