-49.9%
STRA vs VT
+363.9%
-413.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.7% |
| 7D | -4.2% | -0.3% | -3.9% | -3.9% |
| 30D | -6.3% | -1.4% | -4.8% | -5.4% |
| 3M | -10.6% | -1.4% | -9.2% | -9.9% |
| 6M | -2.0% | +5.5% | -7.4% | -6.1% |
| YTD | -5.2% | +12.8% | -18.1% | -13.3% |
| 1Y | +2.1% | +15.4% | -13.4% | -8.1% |
| 3Y | -7.4% | +76.9% | -84.3% | -37.1% |
| 5Y | +33.6% | +60.4% | -26.8% | -3.9% |
| 10Y | +63.1% | +232.8% | -169.7% | -24.6% |
| All | -49.9% | +363.9% | -413.7% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling