+562.1%
VMC vs STLA
+263.8%
+298.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -4.3% | +2.6% | -6.9% | -4.8% |
| 30D | -8.2% | -1.2% | -7.0% | -8.1% |
| 3M | -7.0% | -24.8% | +17.7% | -2.3% |
| 6M | -10.8% | -25.6% | +14.8% | -6.3% |
| YTD | -7.4% | -48.9% | +41.6% | +3.2% |
| 1Y | -9.5% | -38.8% | +29.3% | -3.4% |
| 3Y | +20.5% | -64.5% | +85.0% | +39.2% |
| 5Y | +51.6% | -62.4% | +114.0% | +69.8% |
| 10Y | +150.0% | +55.4% | +94.7% | +119.8% |
| All | +562.1% | +263.8% | +298.3% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling