+7,178.3%
STRL vs VCLT
+15.5%
+7,162.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +10.1% | +0.3% | +9.8% | +9.9% |
| 30D | -8.2% | -0.6% | -7.6% | -8.0% |
| 3M | -43.7% | -2.2% | -41.4% | -43.1% |
| 6M | +27.1% | -2.9% | +30.0% | +29.5% |
| YTD | +64.0% | -2.1% | +66.1% | +66.4% |
| 1Y | +75.2% | -2.6% | +77.7% | +78.4% |
| 3Y | +539.9% | +12.5% | +527.4% | +513.2% |
| 5Y | +2,133.0% | -15.3% | +2,148.3% | +2,232.0% |
| 10Y | +7,178.3% | +16.6% | +7,161.6% | +7,634.3% |
| All | +7,178.3% | +15.5% | +7,162.7% | +7,634.3% |
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