+3,786.6%
STRL vs VCLT
+22.0%
+3,764.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +23.4% | -1.9% | +25.3% | +24.7% |
| 30D | -39.5% | +1.4% | -41.0% | -40.1% |
| 3M | -45.1% | -1.8% | -43.3% | -44.7% |
| 6M | -64.6% | -3.9% | -60.7% | -63.9% |
| YTD | -1.5% | -3.9% | +2.4% | +0.8% |
| 1Y | -20.8% | -4.7% | -16.1% | -18.5% |
| 3Y | +353.1% | +14.1% | +339.1% | +331.1% |
| 5Y | +942.9% | -16.6% | +959.5% | +1,002.5% |
| All | +3,786.6% | +22.0% | +3,764.5% | +3,816.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling