+179.5%
VSH vs STLA
+46.8%
+132.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.6% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | -4.4% | -5.2% | +0.8% | -2.6% |
| 3M | -45.8% | -24.9% | -21.0% | -38.6% |
| 6M | +90.1% | -25.2% | +115.3% | +114.6% |
| YTD | +120.3% | -51.4% | +171.7% | +196.5% |
| 1Y | +112.2% | -40.7% | +152.9% | +155.8% |
| 3Y | +36.6% | -66.3% | +102.8% | +108.0% |
| 5Y | +67.0% | -63.2% | +130.3% | +134.7% |
| 10Y | +179.5% | +48.7% | +130.7% | +149.7% |
| All | +179.5% | +46.8% | +132.7% | +149.7% |
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