+407.5%
VUG vs STLA
-3.1%
+410.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.8% | +1.3% |
| 7D | +4.4% | -13.1% | +17.5% | +8.1% |
| 30D | -7.3% | -13.3% | +5.9% | -4.3% |
| 3M | -4.2% | -27.9% | +23.6% | +3.2% |
| 6M | -1.6% | -47.8% | +46.3% | +15.2% |
| YTD | +4.9% | -64.6% | +69.4% | +33.6% |
| 1Y | +3.8% | -64.0% | +67.8% | +31.2% |
| 3Y | +79.4% | -76.8% | +156.3% | +145.7% |
| 5Y | +63.9% | -74.2% | +138.1% | +110.0% |
| All | +407.5% | -3.1% | +410.6% | +376.8% |
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