+64.4%
VG vs STLA
-64.2%
+128.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.1% | +10.8% | +2.5% |
| 7D | +15.1% | -13.1% | +28.2% | +9.8% |
| 30D | -4.2% | -13.3% | +9.1% | -8.5% |
| 3M | -3.1% | -27.9% | +24.8% | -13.6% |
| 6M | +0.3% | -47.8% | +48.2% | -21.8% |
| YTD | +95.5% | -64.6% | +160.0% | +51.4% |
| 1Y | +64.4% | -64.0% | +128.4% | +25.5% |
| All | +64.4% | -64.2% | +128.6% | +25.5% |
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