+1,148.8%
VUG vs STLA
+263.8%
+885.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.1% | +2.6% | -2.7% | -0.6% |
| 30D | -0.3% | -1.2% | +0.9% | -0.2% |
| 3M | -0.7% | -24.8% | +24.1% | +4.4% |
| 6M | +14.6% | -25.6% | +40.2% | +20.4% |
| YTD | +9.0% | -48.9% | +58.0% | +21.6% |
| 1Y | +14.9% | -38.8% | +53.6% | +22.8% |
| 3Y | +86.0% | -64.5% | +150.6% | +115.2% |
| 5Y | +76.7% | -62.4% | +139.1% | +98.8% |
| 10Y | +411.3% | +55.4% | +355.9% | +364.0% |
| All | +1,148.8% | +263.8% | +885.0% | +992.3% |
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