+480.4%
VT vs STLA
+204.3%
+276.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -1.4% | +3.6% | -5.0% | -2.4% |
| 3M | -1.4% | -20.6% | +19.3% | +2.4% |
| 6M | +5.5% | -34.3% | +39.8% | +13.1% |
| YTD | +12.8% | -57.3% | +70.1% | +29.8% |
| 1Y | +15.4% | -52.6% | +68.1% | +29.8% |
| 3Y | +76.9% | -73.1% | +150.0% | +115.7% |
| 5Y | +60.4% | -68.7% | +129.1% | +86.3% |
| 10Y | +232.8% | +29.2% | +203.6% | +202.6% |
| All | +480.4% | +204.3% | +276.2% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling