-46.6%
VG vs STLA
-66.8%
+20.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +5.4% |
| 7D | +5.5% | -11.6% | +17.1% | +5.4% |
| 30D | -3.6% | -6.2% | +2.6% | -3.7% |
| 3M | -4.0% | -24.6% | +20.6% | -4.1% |
| 6M | +9.4% | -44.9% | +54.3% | +9.7% |
| YTD | +86.6% | -62.3% | +148.9% | +101.1% |
| 1Y | +69.5% | -61.8% | +131.3% | +80.3% |
| All | -46.6% | -66.8% | +20.2% | -45.6% |
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