-25.9%
STRL vs VCLT
-3.2%
-22.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.0% | -22.5% | -23.4% |
| 7D | -27.1% | +0.4% | -27.5% | -27.9% |
| 30D | -45.8% | +3.9% | -49.7% | -51.3% |
| 3M | -47.6% | -1.9% | -45.7% | -44.5% |
| 6M | -46.4% | -2.6% | -43.8% | -40.9% |
| YTD | -7.4% | -3.1% | -4.3% | +2.2% |
| 1Y | -25.9% | -3.6% | -22.3% | -16.8% |
| All | -25.9% | -3.2% | -22.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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