+654.5%
VST vs STLA
-70.4%
+724.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | -0.5% | -6.4% | +5.8% | +0.7% |
| 30D | -17.1% | -1.3% | -15.7% | -17.2% |
| 3M | -4.6% | -19.9% | +15.3% | -0.8% |
| 6M | -9.1% | -42.9% | +33.8% | +1.4% |
| YTD | -16.6% | -59.4% | +42.8% | -1.1% |
| 1Y | -29.5% | -56.8% | +27.4% | -18.1% |
| 3Y | +297.5% | -73.1% | +370.6% | +397.2% |
| 5Y | +654.5% | -70.1% | +724.6% | +762.7% |
| All | +654.5% | -70.4% | +724.9% | +762.7% |
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 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