+57.3%
VUG vs STLA
-70.1%
+127.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.4% | -4.5% | +1.1% | -2.3% |
| 30D | -11.1% | -3.9% | -7.2% | -10.5% |
| 3M | -7.2% | -20.2% | +12.9% | -2.6% |
| 6M | -4.1% | -42.2% | +38.0% | +9.0% |
| YTD | +1.4% | -59.3% | +60.7% | +24.5% |
| 1Y | +1.9% | -56.1% | +58.0% | +21.7% |
| 3Y | +77.7% | -73.7% | +151.4% | +135.6% |
| All | +57.3% | -70.1% | +127.4% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling