+644.2%
VTV vs STLA
+263.8%
+380.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +0.5% | +2.6% | -2.1% | +0.1% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +5.9% | -24.8% | +30.6% | +10.6% |
| 6M | +11.6% | -25.6% | +37.2% | +16.4% |
| YTD | +19.8% | -48.9% | +68.8% | +31.9% |
| 1Y | +26.2% | -38.8% | +65.0% | +33.7% |
| 3Y | +68.5% | -64.5% | +133.0% | +91.4% |
| 5Y | +79.9% | -62.4% | +142.3% | +98.5% |
| 10Y | +229.7% | +55.4% | +174.3% | +193.1% |
| All | +644.2% | +263.8% | +380.4% | +535.6% |
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