+5.8%
STRA vs VT
+53.2%
-47.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.3% | -4.1% | -17.3% | -18.6% |
| 7D | -24.9% | -4.2% | -20.7% | -22.2% |
| 30D | -26.7% | -5.8% | -20.9% | -23.4% |
| 3M | -29.5% | -5.2% | -24.3% | -26.6% |
| 6M | -24.8% | +0.1% | -24.9% | -25.0% |
| YTD | -25.5% | +8.2% | -33.7% | -29.7% |
| 1Y | -19.4% | +10.1% | -29.6% | -25.0% |
| 3Y | -27.1% | +69.7% | -96.8% | -50.1% |
| 5Y | +5.8% | +53.4% | -47.6% | -21.1% |
| All | +5.8% | +53.2% | -47.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling