+65.5%
VZ vs STLA
+18.3%
+47.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.1% | -4.5% | +6.7% | +2.5% |
| 30D | +1.4% | -3.9% | +5.3% | +1.6% |
| 3M | -1.3% | -20.2% | +18.9% | +0.3% |
| 6M | -0.5% | -42.2% | +41.6% | +3.7% |
| YTD | +19.6% | -59.3% | +79.0% | +28.1% |
| 1Y | +22.4% | -56.1% | +78.4% | +29.9% |
| 3Y | +55.9% | -73.7% | +129.5% | +71.2% |
| 5Y | +20.4% | -70.3% | +90.7% | +28.5% |
| All | +65.5% | +18.3% | +47.2% | +59.9% |
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