+410.5%
VSH vs STLA
+178.7%
+231.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.1% | +2.7% |
| 7D | -1.6% | -4.9% | +3.3% | +0.2% |
| 30D | -21.3% | -4.9% | -16.4% | -20.3% |
| 3M | -18.9% | -23.7% | +4.8% | -12.2% |
| 6M | -21.4% | -45.0% | +23.5% | -5.0% |
| YTD | +86.8% | -60.9% | +147.7% | +148.0% |
| 1Y | +85.8% | -58.9% | +144.6% | +142.1% |
| 3Y | +30.1% | -74.4% | +104.6% | +94.1% |
| 5Y | +42.8% | -71.5% | +114.3% | +101.3% |
| 10Y | +121.2% | +5.3% | +116.0% | +122.0% |
| All | +410.5% | +178.7% | +231.7% | +357.5% |
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