+120.4%
VSH vs STLA
-3.1%
+123.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.1% | +1.4% | -1.8% |
| 7D | +26.2% | -13.1% | +39.3% | +34.4% |
| 30D | -12.5% | -13.3% | +0.8% | -7.3% |
| 3M | -16.9% | -27.9% | +10.9% | -5.1% |
| 6M | -17.0% | -47.8% | +30.9% | +10.5% |
| YTD | +93.8% | -64.6% | +158.4% | +200.4% |
| 1Y | +99.3% | -64.0% | +163.3% | +206.3% |
| 3Y | +35.0% | -76.8% | +111.8% | +145.3% |
| 5Y | +45.8% | -74.2% | +120.0% | +140.7% |
| All | +120.4% | -3.1% | +123.5% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling