+146.3%
VXUS vs STLA
-3.1%
+149.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.1% | +0.6% |
| 7D | +2.3% | -13.1% | +15.4% | +5.9% |
| 30D | -2.2% | -13.3% | +11.0% | +0.9% |
| 3M | -5.4% | -27.9% | +22.4% | +1.8% |
| 6M | -1.2% | -47.8% | +46.6% | +15.1% |
| YTD | +10.4% | -64.6% | +74.9% | +39.8% |
| 1Y | +11.8% | -64.0% | +75.8% | +40.6% |
| 3Y | +68.4% | -76.8% | +145.2% | +129.4% |
| 5Y | +45.9% | -74.2% | +120.0% | +86.1% |
| All | +146.3% | -3.1% | +149.4% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling