+33.9%
VTR vs STLA
-40.1%
+74.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.8% | -3.8% | +2.0% | -2.1% |
| 30D | +4.0% | -3.1% | +7.1% | +3.8% |
| 3M | +7.8% | -19.6% | +27.5% | +6.1% |
| 6M | +6.4% | -23.5% | +29.8% | +4.6% |
| YTD | +18.3% | -51.5% | +69.8% | +10.8% |
| 1Y | +33.9% | -39.7% | +73.6% | +24.7% |
| All | +33.9% | -40.1% | +74.0% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling