+2,687.9%
STRL vs VCLT
+103.4%
+2,584.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -9.2% | -0.9% | -8.4% | -9.1% |
| 3M | -51.0% | -3.2% | -47.8% | -50.6% |
| 6M | +15.8% | -3.8% | +19.6% | +17.1% |
| YTD | +58.9% | -2.0% | +60.9% | +60.0% |
| 1Y | +68.5% | -0.8% | +69.3% | +69.5% |
| 3Y | +485.2% | +12.3% | +472.9% | +476.5% |
| 5Y | +2,005.1% | -15.4% | +2,020.5% | +1,986.7% |
| 10Y | +7,118.0% | +15.7% | +7,102.2% | +7,370.4% |
| All | +2,687.9% | +103.4% | +2,584.5% | +3,882.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling