+124.0%
VRSK vs STLA
+55.1%
+68.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.1% |
| 7D | -5.2% | -2.9% | -2.3% | -4.8% |
| 30D | -2.3% | +0.9% | -3.3% | -2.5% |
| 3M | -2.9% | -21.6% | +18.7% | 0.0% |
| 6M | -12.8% | -21.6% | +8.8% | -10.8% |
| YTD | -20.8% | -50.4% | +29.6% | -14.0% |
| 1Y | -33.2% | -43.6% | +10.4% | -29.4% |
| 3Y | -26.6% | -66.4% | +39.8% | -17.9% |
| 5Y | -11.3% | -62.3% | +51.0% | -5.4% |
| All | +124.0% | +55.1% | +68.9% | +88.5% |
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