+373.4%
VST vs STLA
-64.3%
+437.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | +8.9% | +2.6% | +6.3% | +8.4% |
| 30D | +6.2% | -1.2% | +7.4% | +6.3% |
| 3M | -2.7% | -24.8% | +22.0% | +2.2% |
| 6M | -8.4% | -25.6% | +17.2% | -4.0% |
| YTD | -7.2% | -48.9% | +41.7% | +3.9% |
| 1Y | -20.9% | -38.8% | +17.9% | -16.5% |
| All | +373.4% | -64.3% | +437.7% | +465.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling