+1,142.3%
VST vs STLA
+0.5%
+1,141.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.3% | +2.6% |
| 7D | +10.9% | -11.6% | +22.6% | +14.2% |
| 30D | -15.6% | -6.2% | -9.4% | -14.8% |
| 3M | -7.8% | -24.6% | +16.8% | -2.2% |
| 6M | -12.0% | -44.9% | +32.9% | +0.4% |
| YTD | -16.9% | -62.3% | +45.3% | +2.2% |
| 1Y | -25.1% | -61.8% | +36.7% | -8.5% |
| 3Y | +297.1% | -75.3% | +372.4% | +423.6% |
| 5Y | +641.9% | -72.5% | +714.4% | +816.6% |
| 10Y | +1,142.3% | +0.8% | +1,141.5% | +970.6% |
| All | +1,142.3% | +0.5% | +1,141.8% | +970.6% |
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 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