+130.6%
VMC vs STLA
+12.4%
+118.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.2% |
| 7D | +1.1% | -4.9% | +6.0% | +2.4% |
| 30D | +17.7% | -4.9% | +22.6% | +18.9% |
| 3M | +1.1% | -23.7% | +24.7% | +7.4% |
| 6M | +1.8% | -45.0% | +46.8% | +16.9% |
| YTD | +1.5% | -60.9% | +62.4% | +24.8% |
| 1Y | -1.1% | -58.9% | +57.7% | +19.6% |
| 3Y | +38.8% | -74.4% | +113.2% | +83.1% |
| 5Y | +49.6% | -71.5% | +121.1% | +84.8% |
| 10Y | +130.6% | +5.3% | +125.4% | +109.0% |
| All | +130.6% | +12.4% | +118.3% | +109.0% |
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 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