+1.7%
STRA vs VT
+222.7%
-221.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.9% |
| 7D | -5.8% | +2.9% | -8.7% | -8.0% |
| 30D | -32.7% | -2.5% | -30.2% | -30.9% |
| 3M | -30.7% | -3.3% | -27.3% | -28.4% |
| 6M | -28.8% | +1.5% | -30.3% | -29.9% |
| YTD | -29.8% | +11.4% | -41.1% | -36.2% |
| 1Y | -28.9% | +11.9% | -40.9% | -35.8% |
| 3Y | -31.8% | +73.9% | -105.7% | -57.9% |
| 5Y | +4.4% | +57.9% | -53.5% | -30.2% |
| All | +1.7% | +222.7% | -221.0% | -66.1% |
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