+769.3%
VST vs STLA
-62.4%
+831.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +8.9% | +2.6% | +6.3% | +8.3% |
| 30D | +6.2% | -1.2% | +7.4% | +6.3% |
| 3M | -2.7% | -24.8% | +22.0% | +3.1% |
| 6M | -8.4% | -25.6% | +17.2% | -3.2% |
| YTD | -7.2% | -48.9% | +41.7% | +5.7% |
| 1Y | -20.9% | -38.8% | +17.9% | -15.3% |
| 3Y | +384.0% | -64.5% | +448.5% | +474.1% |
| All | +769.3% | -62.4% | +831.7% | +852.0% |
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