+53.4%
VT vs STLA
-70.3%
+123.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.1% |
| 7D | -4.2% | -5.5% | +1.4% | -3.0% |
| 30D | -5.8% | -3.7% | -2.1% | -5.3% |
| 3M | -5.2% | -21.1% | +15.9% | -0.8% |
| 6M | +0.1% | -38.3% | +38.5% | +10.4% |
| YTD | +8.2% | -59.2% | +67.5% | +29.5% |
| 1Y | +10.1% | -56.7% | +66.8% | +29.2% |
| 3Y | +69.7% | -74.3% | +144.0% | +120.0% |
| 5Y | +53.4% | -70.2% | +123.6% | +75.4% |
| All | +53.4% | -70.3% | +123.7% | +75.4% |
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