+12.3%
STRA vs VT
+215.5%
-203.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.2% | -11.0% | -10.9% |
| 7D | -28.5% | -2.3% | -26.1% | -26.5% |
| 30D | -35.3% | -5.0% | -30.3% | -32.1% |
| 3M | -36.2% | -4.9% | -31.4% | -33.3% |
| 6M | -32.6% | -1.5% | -31.0% | -31.9% |
| YTD | -33.4% | +8.5% | -41.9% | -38.2% |
| 1Y | -28.6% | +11.4% | -39.9% | -35.2% |
| 3Y | -35.4% | +70.1% | -105.5% | -59.4% |
| 5Y | -5.6% | +53.7% | -59.3% | -35.5% |
| All | +12.3% | +215.5% | -203.3% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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