+22.1%
VMC vs STLA
-65.4%
+87.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.2% |
| 7D | -0.5% | +0.7% | -1.3% | -0.7% |
| 30D | -9.1% | -2.4% | -6.7% | -8.9% |
| 3M | -4.1% | -23.9% | +19.7% | -0.8% |
| 6M | -5.5% | -24.6% | +19.1% | -2.3% |
| YTD | -8.9% | -50.5% | +41.6% | -1.1% |
| 1Y | -12.9% | -39.8% | +26.9% | -9.1% |
| 3Y | +22.1% | -65.6% | +87.8% | +31.6% |
| All | +22.1% | -65.4% | +87.5% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling