+379.7%
VRT vs STLA
-77.1%
+456.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | +10.5% | -13.8% | +24.3% | +14.6% |
| 30D | -9.3% | -10.5% | +1.2% | -7.0% |
| 3M | -29.6% | -28.9% | -0.7% | -24.0% |
| 6M | -45.4% | -49.7% | +4.4% | -35.8% |
| YTD | +24.8% | -64.9% | +89.7% | +58.0% |
| 1Y | +23.6% | -64.0% | +87.6% | +54.9% |
| 3Y | +379.7% | -77.4% | +457.1% | +507.2% |
| All | +379.7% | -77.1% | +456.8% | +507.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling