+128.1%
VTR vs STLA
-66.8%
+195.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.5% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | -2.8% | -5.2% | +2.4% | -2.8% |
| 3M | +9.0% | -24.9% | +33.9% | +9.3% |
| 6M | +5.0% | -25.2% | +30.1% | +5.2% |
| YTD | +16.9% | -51.4% | +68.4% | +18.1% |
| 1Y | +34.3% | -40.7% | +75.0% | +33.4% |
| All | +128.1% | -66.8% | +195.0% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling