+0.3%
STRK vs VT
+36.1%
-35.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.3% |
| 30D | -7.9% | -1.4% | -6.4% | -6.7% |
| 3M | +15.1% | -1.4% | +16.5% | +16.5% |
| 6M | -3.8% | +5.5% | -9.2% | -7.4% |
| YTD | -2.5% | +12.8% | -15.3% | -10.7% |
| 1Y | -9.5% | +15.4% | -25.0% | -18.4% |
| All | +0.3% | +36.1% | -35.8% | -12.4% |
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