-39.3%
VG vs STLA
-55.1%
+15.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +1.7% | +2.6% | -0.9% | +1.7% |
| 30D | +16.0% | -1.2% | +17.3% | +16.1% |
| 3M | +9.7% | -24.8% | +34.5% | +10.4% |
| 6M | +29.6% | -25.6% | +55.1% | +29.7% |
| YTD | +112.0% | -48.9% | +161.0% | +128.9% |
| 1Y | +12.8% | -38.8% | +51.6% | +12.9% |
| All | -39.3% | -55.1% | +15.7% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling