+70.6%
VZ vs STLA
+12.4%
+58.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.2% | +0.8% |
| 7D | +2.4% | -4.9% | +7.3% | +2.8% |
| 30D | +11.2% | -4.9% | +16.1% | +11.5% |
| 3M | 0.0% | -23.7% | +23.7% | +2.0% |
| 6M | +1.3% | -45.0% | +46.3% | +6.1% |
| YTD | +21.3% | -60.9% | +82.1% | +30.4% |
| 1Y | +23.9% | -58.9% | +82.8% | +32.5% |
| 3Y | +57.7% | -74.4% | +132.1% | +74.0% |
| 5Y | +21.2% | -71.5% | +92.7% | +30.0% |
| 10Y | +70.6% | +5.3% | +65.3% | +54.2% |
| All | +70.6% | +12.4% | +58.2% | +54.2% |
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