+63.9%
VXUS vs STLA
-74.0%
+137.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -1.8% | -4.5% | +2.8% | -1.0% |
| 30D | -4.6% | -3.9% | -0.7% | -4.1% |
| 3M | -6.1% | -20.2% | +14.1% | -2.9% |
| 6M | -4.9% | -42.2% | +37.3% | +3.6% |
| YTD | +8.1% | -59.3% | +67.4% | +23.3% |
| 1Y | +12.1% | -56.1% | +68.1% | +25.7% |
| 3Y | +63.9% | -73.7% | +137.5% | +93.0% |
| All | +63.9% | -74.0% | +137.9% | +93.0% |
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