+1,525.6%
STRL vs VCIT
+96.2%
+1,429.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.6% | -22.1% | -21.8% |
| 7D | -27.1% | +0.4% | -27.5% | -27.3% |
| 30D | -45.8% | +2.2% | -48.0% | -46.6% |
| 3M | -47.6% | -1.8% | -45.8% | -47.1% |
| 6M | -46.4% | -1.6% | -44.8% | -45.9% |
| YTD | -7.4% | -1.7% | -5.6% | -6.2% |
| 1Y | -25.9% | -0.8% | -25.0% | -25.2% |
| 3Y | +273.4% | +19.3% | +254.1% | +247.1% |
| 5Y | +944.4% | +3.5% | +940.9% | +898.4% |
| 10Y | +4,023.0% | +28.6% | +3,994.4% | +3,979.1% |
| All | +1,525.6% | +96.2% | +1,429.4% | +2,024.2% |
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