+1.5%
STRA vs VT
+223.7%
-222.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -0.7% |
| 7D | -27.0% | +0.4% | -27.4% | -26.7% |
| 30D | -35.7% | -2.6% | -33.1% | -33.9% |
| 3M | -37.2% | -3.2% | -33.9% | -35.2% |
| 6M | -33.0% | +0.9% | -33.9% | -33.7% |
| YTD | -32.5% | +11.3% | -43.8% | -38.6% |
| 1Y | -28.2% | +14.0% | -42.2% | -36.1% |
| 3Y | -34.7% | +75.8% | -110.6% | -60.0% |
| 5Y | -0.2% | +57.8% | -58.0% | -33.2% |
| 10Y | +1.5% | +219.8% | -218.3% | -65.3% |
| All | +1.5% | +223.7% | -222.2% | -65.3% |
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