-24.7%
STRL vs VCLT
-3.8%
-20.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +1.8% |
| 7D | -19.8% | +0.2% | -20.1% | -20.7% |
| 30D | -43.6% | +2.3% | -45.8% | -47.5% |
| 3M | -45.2% | -1.1% | -44.2% | -44.3% |
| 6M | -65.7% | -4.2% | -61.6% | -60.4% |
| YTD | -5.4% | -3.4% | -2.1% | +4.0% |
| 1Y | -24.7% | -3.8% | -20.9% | -15.0% |
| All | -24.7% | -3.8% | -20.9% | -15.0% |
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