+66.7%
VSH vs STLA
-62.5%
+129.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.4% |
| 7D | +6.2% | +0.7% | +5.5% | +5.8% |
| 30D | -11.1% | -2.4% | -8.8% | -10.7% |
| 3M | -44.9% | -23.9% | -21.0% | -38.0% |
| 6M | +90.0% | -24.6% | +114.6% | +113.3% |
| YTD | +118.8% | -50.5% | +169.3% | +191.5% |
| 1Y | +109.0% | -39.8% | +148.8% | +148.7% |
| 3Y | +35.6% | -65.6% | +101.3% | +98.8% |
| 5Y | +66.7% | -62.1% | +128.8% | +120.5% |
| All | +66.7% | -62.5% | +129.2% | +120.5% |
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