+46.4%
VTRS vs STLA
-62.8%
+109.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | -2.2% | -2.9% | +0.7% | -1.4% |
| 30D | +3.3% | +0.9% | +2.4% | +2.7% |
| 3M | +2.0% | -21.6% | +23.6% | +8.8% |
| 6M | +19.9% | -21.6% | +41.6% | +27.2% |
| YTD | +35.7% | -50.4% | +86.1% | +62.4% |
| 1Y | +68.1% | -43.6% | +111.7% | +90.4% |
| 3Y | +87.1% | -66.4% | +153.5% | +141.5% |
| All | +46.4% | -62.8% | +109.2% | +76.0% |
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