+1,300.2%
STRL vs VCIT
+96.6%
+1,203.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.2% | -14.1% | -14.0% |
| 7D | -34.6% | +0.5% | -35.1% | -34.8% |
| 30D | -56.7% | +2.1% | -58.7% | -57.3% |
| 3M | -54.4% | -1.6% | -52.8% | -54.0% |
| 6M | -69.7% | -1.6% | -68.1% | -69.4% |
| YTD | -20.2% | -1.5% | -18.7% | -19.3% |
| 1Y | -40.6% | -0.4% | -40.2% | -40.2% |
| 3Y | +221.7% | +19.6% | +202.1% | +198.6% |
| 5Y | +799.0% | +3.3% | +795.7% | +759.1% |
| 10Y | +3,451.5% | +28.9% | +3,422.6% | +3,408.5% |
| All | +1,300.2% | +96.6% | +1,203.6% | +1,727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling