+396.3%
VUG vs STLA
+21.0%
+375.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +0.5% | -6.4% | +6.9% | +2.2% |
| 30D | -8.2% | -1.3% | -6.8% | -8.2% |
| 3M | -5.4% | -19.9% | +14.5% | -0.7% |
| 6M | -2.5% | -42.9% | +40.3% | +11.4% |
| YTD | +4.2% | -59.4% | +63.6% | +28.0% |
| 1Y | +5.0% | -56.8% | +61.9% | +26.4% |
| 3Y | +81.7% | -73.1% | +154.8% | +138.7% |
| 5Y | +62.5% | -70.1% | +132.6% | +100.2% |
| 10Y | +396.3% | +19.8% | +376.5% | +367.2% |
| All | +396.3% | +21.0% | +375.3% | +367.2% |
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