+784.6%
STRL vs VCIT
+3.2%
+781.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -26.9% | +0.1% | -27.0% | -27.1% |
| 30D | -52.7% | +1.9% | -54.6% | -53.8% |
| 3M | -52.8% | -1.4% | -51.4% | -52.2% |
| 6M | -71.5% | -2.1% | -69.3% | -70.8% |
| YTD | -17.4% | -1.6% | -15.8% | -15.6% |
| 1Y | -35.0% | -0.9% | -34.0% | -33.8% |
| 3Y | +239.2% | +20.0% | +219.2% | +194.5% |
| All | +784.6% | +3.2% | +781.4% | +594.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling