+2,133.0%
STRL vs VCLT
-15.1%
+2,148.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -43.7% | -2.2% | -41.4% | -42.9% |
| 6M | +27.1% | -2.9% | +30.0% | +30.1% |
| YTD | +64.0% | -2.1% | +66.1% | +67.1% |
| 1Y | +75.2% | -2.6% | +77.7% | +79.3% |
| 3Y | +539.9% | +12.5% | +527.4% | +511.5% |
| 5Y | +2,133.0% | -15.3% | +2,148.3% | +1,986.4% |
| All | +2,133.0% | -15.1% | +2,148.1% | +1,986.4% |
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