-11.3%
VRSK vs STLA
-63.7%
+52.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.7% | -3.8% | -3.9% | -7.4% |
| 30D | -2.8% | -3.1% | +0.3% | -2.6% |
| 3M | -3.7% | -19.6% | +15.9% | -2.2% |
| 6M | -12.8% | -23.5% | +10.7% | -11.5% |
| YTD | -21.0% | -51.5% | +30.5% | -16.5% |
| 1Y | -32.5% | -39.7% | +7.2% | -30.8% |
| 3Y | -26.5% | -66.3% | +39.8% | -21.0% |
| All | -11.3% | -63.7% | +52.4% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling