+154.8%
VWO vs STLA
+252.7%
-97.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | +1.3% | -2.4% | +3.6% | +1.5% |
| 3M | +5.1% | -23.9% | +29.0% | +10.4% |
| 6M | +12.5% | -24.6% | +37.2% | +18.1% |
| YTD | +14.0% | -50.5% | +64.5% | +28.5% |
| 1Y | +19.7% | -39.8% | +59.6% | +28.8% |
| 3Y | +66.8% | -65.6% | +132.4% | +95.1% |
| 5Y | +36.2% | -62.1% | +98.3% | +53.2% |
| 10Y | +111.0% | +47.8% | +63.3% | +82.9% |
| All | +154.8% | +252.7% | -97.9% | +112.8% |
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