+226.3%
VTV vs STLA
+51.6%
+174.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.1% | -3.8% | +1.8% | -1.2% |
| 30D | -1.3% | -3.1% | +1.8% | -0.8% |
| 3M | +5.6% | -19.6% | +25.3% | +10.4% |
| 6M | +12.4% | -23.5% | +35.9% | +18.0% |
| YTD | +17.6% | -51.5% | +69.2% | +35.6% |
| 1Y | +23.5% | -39.7% | +63.2% | +33.5% |
| 3Y | +67.0% | -66.3% | +133.3% | +101.1% |
| 5Y | +80.5% | -63.1% | +143.7% | +105.6% |
| All | +226.3% | +51.6% | +174.7% | +168.5% |
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