+7,161.0%
STRL vs VCIT
+29.2%
+7,131.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -0.3% | +3.7% | +3.8% |
| 30D | -9.2% | -0.8% | -8.5% | -8.5% |
| 3M | -51.0% | -1.0% | -50.0% | -50.5% |
| 6M | +15.8% | -1.8% | +17.6% | +18.3% |
| YTD | +58.9% | -0.7% | +59.6% | +60.8% |
| 1Y | +68.5% | +1.0% | +67.5% | +68.4% |
| 3Y | +485.2% | +18.8% | +466.4% | +411.0% |
| 5Y | +2,005.1% | +3.5% | +2,001.6% | +1,920.5% |
| All | +7,161.0% | +29.2% | +7,131.8% | +7,549.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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