+504.0%
VSH vs STLA
+263.8%
+240.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +4.0% |
| 7D | +4.1% | +2.6% | +1.5% | +3.1% |
| 30D | -4.2% | -1.2% | -2.9% | -4.2% |
| 3M | -50.0% | -24.8% | -25.2% | -45.1% |
| 6M | +80.2% | -25.6% | +105.7% | +97.6% |
| YTD | +121.1% | -48.9% | +170.0% | +170.2% |
| 1Y | +112.0% | -38.8% | +150.8% | +141.9% |
| 3Y | +22.5% | -64.5% | +87.1% | +64.9% |
| 5Y | +64.0% | -62.4% | +126.5% | +112.1% |
| 10Y | +170.4% | +55.4% | +115.0% | +143.6% |
| All | +504.0% | +263.8% | +240.2% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling