-69.7%
STRL vs VCIT
-1.6%
-68.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.2% | -14.1% | -13.9% |
| 7D | -34.6% | +0.5% | -35.1% | -34.5% |
| 30D | -56.7% | +2.1% | -58.7% | -58.4% |
| 3M | -54.4% | -1.6% | -52.8% | -50.0% |
| 6M | -69.7% | -1.6% | -68.1% | -66.5% |
| All | -69.7% | -1.6% | -68.1% | -66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling