+146.4%
VXUS vs STLA
+48.0%
+98.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.4% |
| 7D | +1.6% | +0.7% | +0.8% | +1.4% |
| 30D | +1.0% | -2.4% | +3.4% | +1.4% |
| 3M | +5.7% | -23.9% | +29.5% | +12.6% |
| 6M | +13.6% | -24.6% | +38.2% | +20.9% |
| YTD | +17.4% | -50.5% | +67.9% | +37.3% |
| 1Y | +25.1% | -39.8% | +64.9% | +37.1% |
| 3Y | +75.8% | -65.6% | +141.5% | +116.4% |
| 5Y | +55.4% | -62.1% | +117.5% | +80.3% |
| 10Y | +146.4% | +47.8% | +98.6% | +107.5% |
| All | +146.4% | +48.0% | +98.4% | +107.5% |
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