+222.7%
VT vs STLA
-3.1%
+225.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +0.9% |
| 7D | +2.9% | -13.1% | +15.9% | +6.5% |
| 30D | -2.5% | -13.3% | +10.7% | +0.6% |
| 3M | -3.3% | -27.9% | +24.5% | +4.0% |
| 6M | +1.5% | -47.8% | +49.4% | +18.1% |
| YTD | +11.4% | -64.6% | +75.9% | +40.7% |
| 1Y | +11.9% | -64.0% | +75.9% | +40.3% |
| 3Y | +73.9% | -76.8% | +150.7% | +135.9% |
| 5Y | +57.9% | -74.2% | +132.1% | +100.6% |
| All | +222.7% | -3.1% | +225.8% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling