+3,988.2%
STRL vs VCIT
+29.7%
+3,958.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.1% | +14.9% | +14.9% |
| 7D | -13.3% | +0.7% | -14.1% | -14.1% |
| 30D | -43.3% | +1.8% | -45.1% | -44.5% |
| 3M | -46.9% | -1.6% | -45.3% | -46.1% |
| 6M | -65.6% | -2.1% | -63.5% | -64.9% |
| YTD | -5.1% | -1.6% | -3.5% | -3.3% |
| 1Y | -23.1% | -0.8% | -22.3% | -22.0% |
| 3Y | +346.8% | +19.9% | +326.9% | +285.7% |
| 5Y | +907.2% | +3.3% | +903.9% | +869.0% |
| 10Y | +3,988.2% | +30.6% | +3,957.5% | +4,391.0% |
| All | +3,988.2% | +29.7% | +3,958.5% | +4,391.0% |
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