+1.1%
STRA vs VT
+221.8%
-220.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +4.8% | +2.4% | +2.5% | +2.8% |
| 30D | -32.4% | -1.5% | -30.9% | -31.1% |
| 3M | -32.8% | -4.1% | -28.7% | -30.2% |
| 6M | -29.5% | +0.6% | -30.0% | -30.0% |
| YTD | -30.2% | +11.0% | -41.3% | -36.5% |
| 1Y | -30.1% | +13.3% | -43.4% | -37.4% |
| 3Y | -32.5% | +73.4% | -105.9% | -58.2% |
| 5Y | +3.7% | +57.4% | -53.7% | -30.5% |
| All | +1.1% | +221.8% | -220.7% | -66.2% |
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