+78.5%
VTV vs STLA
-77.1%
+155.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.9% | -13.8% | +16.7% | +4.7% |
| 30D | +3.8% | -10.5% | +14.3% | +5.0% |
| 3M | +1.6% | -28.9% | +30.4% | +5.4% |
| 6M | +11.2% | -49.7% | +60.9% | +20.4% |
| YTD | +22.0% | -64.9% | +86.9% | +37.6% |
| 1Y | +24.9% | -64.0% | +88.9% | +40.0% |
| 3Y | +78.5% | -77.4% | +155.9% | +106.7% |
| All | +78.5% | -77.1% | +155.6% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling