+3,877.5%
STRL vs VCLT
+20.7%
+3,856.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -19.8% | +0.2% | -20.1% | -20.0% |
| 30D | -43.6% | +2.3% | -45.8% | -44.4% |
| 3M | -45.2% | -1.1% | -44.2% | -45.1% |
| 6M | -65.7% | -4.2% | -61.6% | -65.0% |
| YTD | -5.4% | -3.4% | -2.1% | -3.5% |
| 1Y | -24.7% | -3.8% | -20.9% | -22.9% |
| 3Y | +335.0% | +14.7% | +320.3% | +313.1% |
| 5Y | +915.3% | -16.7% | +932.0% | +971.1% |
| 10Y | +3,877.5% | +20.5% | +3,857.0% | +4,178.2% |
| All | +3,877.5% | +20.7% | +3,856.8% | +4,178.2% |
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