+59.9%
VZ vs STLA
+51.8%
+8.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.1% | +2.6% | -2.5% | -0.1% |
| 30D | +7.9% | -1.2% | +9.1% | +7.9% |
| 3M | +13.6% | -24.8% | +38.4% | +16.2% |
| 6M | +1.1% | -25.6% | +26.7% | +3.2% |
| YTD | +29.3% | -48.9% | +78.2% | +36.1% |
| 1Y | +21.2% | -38.8% | +60.0% | +25.1% |
| 3Y | +75.9% | -64.5% | +140.4% | +88.4% |
| 5Y | +24.1% | -62.4% | +86.5% | +30.0% |
| All | +59.9% | +51.8% | +8.1% | +45.3% |
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