+316.0%
VZ vs STLA
+190.5%
+125.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.2% |
| 7D | +5.6% | -5.5% | +11.2% | +6.0% |
| 30D | +1.9% | -3.7% | +5.5% | +2.0% |
| 3M | +0.8% | -21.1% | +21.9% | +2.2% |
| 6M | +0.6% | -38.3% | +39.0% | +3.6% |
| YTD | +20.8% | -59.2% | +80.0% | +27.5% |
| 1Y | +23.9% | -56.7% | +80.6% | +30.2% |
| 3Y | +55.7% | -74.3% | +130.0% | +67.8% |
| 5Y | +21.5% | -70.2% | +91.8% | +28.1% |
| 10Y | +68.5% | +23.4% | +45.1% | +59.4% |
| All | +316.0% | +190.5% | +125.5% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling