+789.2%
VGT vs STLA
+51.6%
+737.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -1.0% | -3.8% | +2.8% | +0.1% |
| 30D | -0.4% | -3.1% | +2.7% | +0.2% |
| 3M | +6.6% | -19.6% | +26.3% | +12.9% |
| 6M | +31.0% | -23.5% | +54.5% | +40.1% |
| YTD | +27.2% | -51.5% | +78.8% | +52.6% |
| 1Y | +34.5% | -39.7% | +74.1% | +48.7% |
| 3Y | +123.1% | -66.3% | +189.5% | +183.7% |
| 5Y | +135.1% | -63.1% | +198.2% | +181.4% |
| All | +789.2% | +51.6% | +737.6% | +673.5% |
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 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