+1,112.0%
VST vs STLA
+18.3%
+1,093.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.8% | +10.6% |
| 7D | -9.8% | -4.5% | -5.3% | -9.0% |
| 30D | -25.1% | -3.9% | -21.2% | -24.8% |
| 3M | -11.6% | -20.2% | +8.6% | -7.5% |
| 6M | -20.9% | -42.2% | +21.2% | -10.9% |
| YTD | -22.3% | -59.3% | +37.0% | -6.1% |
| 1Y | -32.0% | -56.1% | +24.0% | -20.0% |
| 3Y | +262.4% | -73.7% | +336.0% | +370.4% |
| 5Y | +563.4% | -70.3% | +633.7% | +704.4% |
| All | +1,112.0% | +18.3% | +1,093.7% | +921.4% |
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