+42.5%
VG vs STLA
-59.1%
+101.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +0.4% |
| 7D | -7.7% | -4.9% | -2.8% | -9.2% |
| 30D | -8.8% | -4.9% | -3.9% | -10.3% |
| 3M | -15.6% | -23.7% | +8.0% | -24.1% |
| 6M | +5.2% | -45.0% | +50.2% | -17.9% |
| YTD | +76.9% | -60.9% | +137.8% | +36.5% |
| 1Y | +42.5% | -58.9% | +101.4% | +6.7% |
| All | +42.5% | -59.1% | +101.6% | +6.7% |
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