+22.3%
VZ vs STLA
-72.6%
+94.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.8% |
| 7D | +0.9% | -11.6% | +12.5% | +1.6% |
| 30D | +8.9% | -6.2% | +15.1% | +9.2% |
| 3M | +0.1% | -24.6% | +24.7% | +1.6% |
| 6M | +1.9% | -44.9% | +46.8% | +5.2% |
| YTD | +22.0% | -62.3% | +84.3% | +28.9% |
| 1Y | +22.1% | -61.8% | +83.9% | +28.8% |
| 3Y | +58.7% | -75.3% | +134.0% | +71.4% |
| 5Y | +22.3% | -72.5% | +94.8% | +26.3% |
| All | +22.3% | -72.6% | +94.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling