+611.0%
VRT vs STLA
-64.4%
+675.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.0% |
| 7D | +9.1% | +2.6% | +6.5% | +8.5% |
| 30D | +0.9% | -1.2% | +2.2% | +1.0% |
| 3M | -13.4% | -24.8% | +11.4% | -7.1% |
| 6M | +11.7% | -25.6% | +37.3% | +19.5% |
| YTD | +73.2% | -48.9% | +122.2% | +101.8% |
| 1Y | +123.4% | -38.8% | +162.2% | +141.8% |
| All | +611.0% | -64.4% | +675.4% | +715.3% |
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 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