+61.4%
VWO vs STLA
-66.9%
+128.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -1.7% | -3.8% | +2.1% | -1.1% |
| 30D | -0.3% | -3.1% | +2.8% | +0.1% |
| 3M | +4.0% | -19.6% | +23.6% | +7.4% |
| 6M | +8.1% | -23.5% | +31.6% | +12.3% |
| YTD | +11.6% | -51.5% | +63.1% | +23.3% |
| 1Y | +16.2% | -39.7% | +55.9% | +22.5% |
| All | +61.4% | -66.9% | +128.3% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling