+183.8%
VXUS vs STLA
+57.1%
+126.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +1.0% | +2.6% | -1.6% | +0.5% |
| 30D | +2.2% | -1.2% | +3.4% | +2.3% |
| 3M | +3.0% | -24.8% | +27.7% | +8.7% |
| 6M | +10.7% | -25.6% | +36.2% | +16.7% |
| YTD | +17.8% | -48.9% | +66.8% | +32.8% |
| 1Y | +27.6% | -38.8% | +66.3% | +37.3% |
| 3Y | +73.3% | -64.5% | +137.8% | +103.4% |
| 5Y | +54.3% | -62.4% | +116.8% | +75.4% |
| 10Y | +149.8% | +55.4% | +94.4% | +115.1% |
| All | +183.8% | +57.1% | +126.7% | +146.6% |
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