+24.9%
VSH vs STLA
-70.1%
+95.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -12.9% | -4.5% | -8.4% | -11.3% |
| 30D | -36.9% | -3.9% | -33.0% | -36.0% |
| 3M | -28.8% | -20.2% | -8.6% | -22.5% |
| 6M | -30.3% | -42.2% | +11.9% | -12.1% |
| YTD | +62.4% | -59.3% | +121.7% | +133.9% |
| 1Y | +62.5% | -56.1% | +118.6% | +124.4% |
| 3Y | +7.4% | -73.7% | +81.0% | +76.0% |
| All | +24.9% | -70.1% | +95.0% | +83.6% |
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