+228.8%
VTV vs STLA
-4.1%
+232.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.9% | -13.8% | +16.7% | +6.3% |
| 30D | +3.8% | -10.5% | +14.3% | +6.0% |
| 3M | +1.6% | -28.9% | +30.4% | +8.6% |
| 6M | +11.2% | -49.7% | +60.9% | +28.2% |
| YTD | +22.0% | -64.9% | +86.9% | +50.5% |
| 1Y | +24.9% | -64.0% | +88.9% | +52.6% |
| 3Y | +78.5% | -77.4% | +155.9% | +135.6% |
| 5Y | +77.8% | -74.4% | +152.2% | +119.5% |
| All | +228.8% | -4.1% | +232.9% | +191.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling