+15.0%
VTRS vs STLA
+246.1%
-231.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -3.5% | +0.4% | -3.8% | -3.6% |
| 30D | +2.1% | -5.2% | +7.3% | +3.1% |
| 3M | +2.6% | -24.9% | +27.5% | +8.8% |
| 6M | +17.8% | -25.2% | +42.9% | +24.6% |
| YTD | +35.7% | -51.4% | +87.1% | +56.1% |
| 1Y | +63.5% | -40.7% | +104.2% | +78.2% |
| 3Y | +85.1% | -66.3% | +151.4% | +123.8% |
| 5Y | +42.5% | -63.2% | +105.7% | +66.3% |
| 10Y | -48.2% | +48.7% | -96.9% | -53.4% |
| All | +15.0% | +246.1% | -231.1% | -7.4% |
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