+500.1%
VST vs STLA
-70.3%
+570.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.6% | -5.2% |
| 7D | -19.9% | -5.5% | -14.4% | -19.1% |
| 30D | -29.7% | -3.7% | -26.0% | -29.4% |
| 3M | -19.6% | -21.1% | +1.6% | -16.1% |
| 6M | -29.4% | -38.3% | +8.9% | -22.7% |
| YTD | -29.7% | -59.2% | +29.5% | -16.7% |
| 1Y | -40.0% | -56.7% | +16.6% | -30.4% |
| 3Y | +231.0% | -74.3% | +305.3% | +319.8% |
| 5Y | +500.1% | -70.2% | +570.3% | +589.3% |
| All | +500.1% | -70.3% | +570.4% | +589.3% |
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