+13.8%
VRT vs STLA
-53.0%
+66.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.8% | -16.7% | -13.4% |
| 7D | -15.4% | -0.6% | -14.7% | -15.4% |
| 30D | -19.0% | +3.6% | -22.5% | -19.9% |
| 3M | -23.8% | -20.6% | -3.2% | -23.1% |
| 6M | -37.9% | -34.3% | -3.5% | -35.8% |
| YTD | +27.0% | -57.3% | +84.3% | +33.1% |
| 1Y | +13.8% | -52.6% | +66.4% | +14.4% |
| All | +13.8% | -53.0% | +66.8% | +14.4% |
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