+57.2%
VZ vs STLA
-73.7%
+130.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.2% | -6.4% | +8.6% | +2.4% |
| 30D | +10.6% | -1.3% | +11.9% | +10.6% |
| 3M | -0.6% | -19.9% | +19.3% | 0.0% |
| 6M | +0.7% | -42.9% | +43.6% | +2.5% |
| YTD | +20.6% | -59.4% | +80.0% | +24.3% |
| 1Y | +22.7% | -56.8% | +79.6% | +26.1% |
| 3Y | +57.2% | -73.1% | +130.3% | +65.2% |
| All | +57.2% | -73.7% | +130.9% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling