+160.2%
VXUS vs STLA
+25.2%
+135.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -1.8% | -4.5% | +2.8% | -0.9% |
| 30D | -4.6% | -3.9% | -0.7% | -4.0% |
| 3M | -6.1% | -20.2% | +14.1% | -2.3% |
| 6M | -4.9% | -42.2% | +37.3% | +5.3% |
| YTD | +8.1% | -59.3% | +67.4% | +26.9% |
| 1Y | +12.1% | -56.1% | +68.1% | +29.2% |
| 3Y | +63.9% | -73.7% | +137.5% | +103.7% |
| 5Y | +43.1% | -70.3% | +113.4% | +69.9% |
| 10Y | +139.2% | +23.1% | +116.1% | +115.2% |
| All | +160.2% | +25.2% | +135.1% | +135.7% |
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