+242.5%
VTR vs STLA
+263.8%
-21.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -1.7% | +2.6% | -4.3% | -2.1% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | +14.8% | -24.8% | +39.6% | +19.2% |
| 6M | +5.3% | -25.6% | +30.9% | +9.2% |
| YTD | +18.1% | -48.9% | +67.0% | +28.5% |
| 1Y | +36.7% | -38.8% | +75.5% | +43.1% |
| 3Y | +130.1% | -64.5% | +194.6% | +157.0% |
| 5Y | +89.5% | -62.4% | +151.9% | +105.4% |
| 10Y | +87.4% | +55.4% | +32.0% | +67.5% |
| All | +242.5% | +263.8% | -21.3% | +200.3% |
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