+361.8%
VRT vs STLA
-74.0%
+435.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -21.4% | -4.5% | -16.8% | -20.5% |
| 30D | -25.8% | -3.9% | -21.9% | -25.2% |
| 3M | -33.5% | -20.2% | -13.4% | -30.3% |
| 6M | -49.0% | -42.2% | -6.9% | -42.2% |
| YTD | +12.9% | -59.3% | +72.3% | +38.0% |
| 1Y | 0.0% | -56.1% | +56.1% | +18.7% |
| 3Y | +361.8% | -73.7% | +435.5% | +448.6% |
| All | +361.8% | -74.0% | +435.8% | +448.6% |
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