+784.6%
STRL vs VCLT
-16.9%
+801.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | -26.9% | +0.3% | -27.2% | -27.2% |
| 30D | -52.7% | +3.7% | -56.3% | -53.9% |
| 3M | -52.8% | -1.0% | -51.9% | -52.7% |
| 6M | -71.5% | -3.4% | -68.1% | -70.8% |
| YTD | -17.4% | -2.6% | -14.8% | -15.7% |
| 1Y | -35.0% | -3.3% | -31.7% | -33.2% |
| 3Y | +239.2% | +17.3% | +221.9% | +216.9% |
| All | +784.6% | -16.9% | +801.5% | +705.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling