+3,988.2%
STRL vs VFC
-44.8%
+4,033.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.4% | +14.2% |
| 7D | -13.3% | +7.7% | -21.0% | -15.4% |
| 30D | -43.3% | +39.2% | -82.5% | -49.1% |
| 3M | -46.9% | +40.3% | -87.1% | -52.5% |
| 6M | -65.6% | +11.4% | -77.0% | -67.4% |
| YTD | -5.1% | +17.5% | -22.6% | -11.8% |
| 1Y | -23.1% | +45.9% | -68.9% | -33.5% |
| 3Y | +346.8% | +47.3% | +299.5% | +228.2% |
| 5Y | +907.2% | -67.2% | +974.4% | +1,336.4% |
| 10Y | +3,988.2% | -46.1% | +4,034.3% | +4,252.2% |
| All | +3,988.2% | -44.8% | +4,033.0% | +4,252.2% |
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