-9.5%
VMC vs STLA
-38.0%
+28.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -4.3% | +2.6% | -6.9% | -4.5% |
| 30D | -8.2% | -1.2% | -7.0% | -8.2% |
| 3M | -7.0% | -24.8% | +17.7% | -5.4% |
| 6M | -10.8% | -25.6% | +14.8% | -9.4% |
| YTD | -7.4% | -48.9% | +41.6% | -4.9% |
| 1Y | -9.5% | -38.8% | +29.3% | -8.8% |
| All | -9.5% | -38.0% | +28.5% | -8.8% |
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