+1,093.5%
VUG vs STLA
+189.2%
+904.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +0.5% | -6.4% | +6.9% | +1.7% |
| 30D | -8.2% | -1.3% | -6.8% | -8.2% |
| 3M | -5.4% | -19.9% | +14.5% | -2.0% |
| 6M | -2.5% | -42.9% | +40.3% | +7.3% |
| YTD | +4.2% | -59.4% | +63.6% | +20.7% |
| 1Y | +5.0% | -56.8% | +61.9% | +20.0% |
| 3Y | +81.7% | -73.1% | +154.8% | +120.6% |
| 5Y | +62.5% | -70.1% | +132.6% | +90.1% |
| 10Y | +396.3% | +19.8% | +376.5% | +370.0% |
| All | +1,093.5% | +189.2% | +904.3% | +984.8% |
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 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