+239.4%
VTR vs STLA
+150.0%
+89.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.2% | -13.8% | +14.0% | +2.3% |
| 30D | +5.5% | -10.5% | +16.0% | +6.9% |
| 3M | -0.9% | -28.9% | +27.9% | +3.4% |
| 6M | -0.4% | -49.7% | +49.3% | +9.1% |
| YTD | +17.0% | -64.9% | +81.9% | +33.9% |
| 1Y | +18.0% | -64.0% | +82.0% | +34.1% |
| 3Y | +127.4% | -77.4% | +204.8% | +170.8% |
| 5Y | +92.3% | -74.4% | +166.7% | +119.6% |
| 10Y | +129.6% | -6.4% | +135.9% | +117.3% |
| All | +239.4% | +150.0% | +89.5% | +212.8% |
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