+161.0%
VMC vs STLA
+49.5%
+111.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.9% |
| 7D | -0.5% | +0.7% | -1.3% | -0.8% |
| 30D | -9.1% | -2.4% | -6.7% | -8.7% |
| 3M | -4.1% | -23.9% | +19.7% | +2.0% |
| 6M | -5.5% | -24.6% | +19.1% | +0.3% |
| YTD | -8.9% | -50.5% | +41.6% | +5.9% |
| 1Y | -12.9% | -39.8% | +26.9% | -5.0% |
| 3Y | +22.1% | -65.6% | +87.8% | +49.2% |
| 5Y | +52.7% | -62.1% | +114.8% | +75.5% |
| All | +161.0% | +49.5% | +111.5% | +119.3% |
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