+608.4%
VST vs STLA
-74.6%
+683.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +6.6% | -13.8% | +20.3% | +9.7% |
| 30D | -12.4% | -10.5% | -1.8% | -11.0% |
| 3M | -9.0% | -28.9% | +19.9% | -3.2% |
| 6M | -6.4% | -49.7% | +43.3% | +6.9% |
| YTD | -17.2% | -64.9% | +47.7% | +1.0% |
| 1Y | -22.0% | -64.0% | +42.0% | -5.9% |
| 3Y | +296.7% | -77.4% | +374.1% | +414.8% |
| All | +608.4% | -74.6% | +683.0% | +736.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling