+905.2%
VRT vs STLA
-62.4%
+967.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.9% |
| 7D | +9.1% | +2.6% | +6.5% | +8.1% |
| 30D | +0.9% | -1.2% | +2.2% | +1.0% |
| 3M | -13.4% | -24.8% | +11.4% | -4.4% |
| 6M | +11.7% | -25.6% | +37.3% | +23.0% |
| YTD | +73.2% | -48.9% | +122.2% | +115.4% |
| 1Y | +123.4% | -38.8% | +162.2% | +150.9% |
| 3Y | +606.2% | -64.5% | +670.7% | +845.3% |
| All | +905.2% | -62.4% | +967.6% | +994.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling