+1,061.3%
VUG vs STLA
+189.9%
+871.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.4% | -4.5% | +1.1% | -2.6% |
| 30D | -11.1% | -3.9% | -7.2% | -10.6% |
| 3M | -7.2% | -20.2% | +12.9% | -3.8% |
| 6M | -4.1% | -42.2% | +38.0% | +5.3% |
| YTD | +1.4% | -59.3% | +60.7% | +17.4% |
| 1Y | +1.9% | -56.1% | +58.0% | +16.0% |
| 3Y | +77.7% | -73.7% | +151.4% | +116.7% |
| 5Y | +57.6% | -70.3% | +127.9% | +84.6% |
| 10Y | +398.6% | +23.1% | +375.5% | +370.7% |
| All | +1,061.3% | +189.9% | +871.5% | +955.1% |
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