-35.0%
STRL vs VCIT
-0.9%
-34.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.9% |
| 7D | -26.9% | +0.1% | -27.0% | -27.3% |
| 30D | -52.7% | +1.9% | -54.6% | -56.8% |
| 3M | -52.8% | -1.4% | -51.4% | -48.7% |
| 6M | -71.5% | -2.1% | -69.3% | -67.3% |
| YTD | -17.4% | -1.6% | -15.8% | -9.7% |
| 1Y | -35.0% | -0.9% | -34.0% | -33.0% |
| All | -35.0% | -0.9% | -34.1% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling