-24.1%
VST vs STLA
-64.2%
+40.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +0.9% |
| 7D | +19.2% | -13.1% | +32.2% | +19.3% |
| 30D | -17.2% | -13.3% | -3.9% | -17.0% |
| 3M | -8.1% | -27.9% | +19.7% | -7.7% |
| 6M | -8.1% | -47.8% | +39.7% | -7.2% |
| YTD | -16.3% | -64.6% | +48.3% | -18.7% |
| 1Y | -24.1% | -64.0% | +39.9% | -25.7% |
| All | -24.1% | -64.2% | +40.1% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling