+139.0%
VRT vs STLA
-40.1%
+179.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.7% | +3.9% |
| 7D | +13.6% | +0.7% | +12.9% | +13.5% |
| 30D | +6.8% | -2.4% | +9.1% | +7.0% |
| 3M | -3.2% | -23.9% | +20.6% | 0.0% |
| 6M | +20.3% | -24.6% | +45.0% | +24.0% |
| YTD | +79.6% | -50.5% | +130.1% | +89.6% |
| 1Y | +139.0% | -39.8% | +178.8% | +154.3% |
| All | +139.0% | -40.1% | +179.1% | +154.3% |
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 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