+72.7%
STRL vs VCLT
-2.6%
+75.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -0.9% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | -6.3% | +0.1% | -6.4% | -7.0% |
| 3M | -41.2% | -2.9% | -38.3% | -35.5% |
| 6M | +20.4% | -4.0% | +24.3% | +36.3% |
| YTD | +61.7% | -2.2% | +63.9% | +75.0% |
| 1Y | +72.7% | -2.6% | +75.3% | +88.7% |
| All | +72.7% | -2.6% | +75.4% | +88.7% |
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