+131.4%
VMC vs STLA
+0.5%
+130.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.1% |
| 7D | -4.3% | -11.6% | +7.3% | -1.3% |
| 30D | +16.2% | -6.2% | +22.4% | +17.8% |
| 3M | -0.8% | -24.6% | +23.8% | +5.8% |
| 6M | +1.2% | -44.9% | +46.1% | +16.1% |
| YTD | +0.5% | -62.3% | +62.7% | +24.6% |
| 1Y | -2.9% | -61.8% | +58.9% | +19.7% |
| 3Y | +37.3% | -75.3% | +112.7% | +82.9% |
| 5Y | +48.8% | -72.5% | +121.3% | +85.5% |
| 10Y | +131.4% | +0.8% | +130.7% | +111.7% |
| All | +131.4% | +0.5% | +130.9% | +111.7% |
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 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