-1.1%
VMC vs STLA
-59.1%
+58.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.3% |
| 7D | +1.1% | -4.9% | +6.0% | +1.8% |
| 30D | +17.7% | -4.9% | +22.6% | +18.4% |
| 3M | +1.1% | -23.7% | +24.7% | +3.6% |
| 6M | +1.8% | -45.0% | +46.8% | +6.6% |
| YTD | +1.5% | -60.9% | +62.4% | +6.8% |
| 1Y | -1.1% | -58.9% | +57.7% | +3.2% |
| All | -1.1% | -59.1% | +58.0% | +3.2% |
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