+567.3%
VRT vs STLA
-70.1%
+637.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -21.4% | -4.5% | -16.8% | -20.1% |
| 30D | -25.8% | -3.9% | -21.9% | -24.8% |
| 3M | -33.5% | -20.2% | -13.4% | -28.5% |
| 6M | -49.0% | -42.2% | -6.9% | -38.5% |
| YTD | +12.9% | -59.3% | +72.3% | +52.2% |
| 1Y | 0.0% | -56.1% | +56.1% | +29.4% |
| 3Y | +361.8% | -73.7% | +435.5% | +602.4% |
| All | +567.3% | -70.1% | +637.4% | +680.7% |
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