-44.6%
VG vs STLA
-69.1%
+24.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +14.0% | -13.8% | +27.7% | +13.7% |
| 30D | -1.0% | -10.5% | +9.6% | -1.2% |
| 3M | -2.7% | -28.9% | +26.2% | -3.0% |
| 6M | +1.5% | -49.7% | +51.2% | +1.8% |
| YTD | +93.7% | -64.9% | +158.6% | +108.4% |
| 1Y | +68.5% | -64.0% | +132.6% | +78.2% |
| All | -44.6% | -69.1% | +24.6% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling