+90.3%
VTR vs STLA
-63.7%
+154.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.8% | -3.8% | +2.0% | -1.5% |
| 30D | +4.0% | -3.1% | +7.1% | +4.2% |
| 3M | +7.8% | -19.6% | +27.5% | +9.9% |
| 6M | +6.4% | -23.5% | +29.8% | +8.5% |
| YTD | +18.3% | -51.5% | +69.8% | +26.2% |
| 1Y | +33.9% | -39.7% | +73.6% | +37.0% |
| 3Y | +134.3% | -66.3% | +200.6% | +157.2% |
| 5Y | +90.3% | -63.1% | +153.4% | +97.0% |
| All | +90.3% | -63.7% | +154.0% | +97.0% |
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