+97.3%
VTR vs STLA
+51.6%
+45.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.8% | -3.8% | +2.0% | -1.0% |
| 30D | +4.0% | -3.1% | +7.1% | +4.5% |
| 3M | +7.8% | -19.6% | +27.5% | +12.6% |
| 6M | +6.4% | -23.5% | +29.8% | +11.4% |
| YTD | +18.3% | -51.5% | +69.8% | +36.1% |
| 1Y | +33.9% | -39.7% | +73.6% | +43.1% |
| 3Y | +134.3% | -66.3% | +200.6% | +180.4% |
| 5Y | +90.3% | -63.1% | +153.4% | +112.7% |
| All | +97.3% | +51.6% | +45.7% | +61.7% |
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