+7,178.3%
STRL vs VFC
-69.1%
+7,247.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.8% |
| 7D | +10.1% | +0.8% | +9.3% | +9.8% |
| 30D | -8.2% | -11.9% | +3.7% | -4.6% |
| 3M | -43.7% | -20.2% | -23.5% | -40.4% |
| 6M | +27.1% | -23.0% | +50.1% | +36.0% |
| YTD | +64.0% | -26.2% | +90.2% | +76.9% |
| 1Y | +75.2% | -13.3% | +88.5% | +77.7% |
| 3Y | +539.9% | -25.5% | +565.4% | +484.9% |
| 5Y | +2,133.0% | -78.1% | +2,211.1% | +3,469.6% |
| 10Y | +7,178.3% | -68.8% | +7,247.1% | +9,001.1% |
| All | +7,178.3% | -69.1% | +7,247.4% | +9,001.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling