+3,667.8%
STRL vs VFC
-46.8%
+3,714.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | -26.9% | +11.2% | -38.1% | -29.5% |
| 30D | -52.7% | +41.5% | -94.2% | -57.8% |
| 3M | -52.8% | +38.9% | -91.8% | -57.7% |
| 6M | -71.5% | +6.1% | -77.6% | -72.6% |
| YTD | -17.4% | +14.5% | -32.0% | -22.8% |
| 1Y | -35.0% | +46.0% | -80.9% | -43.9% |
| 3Y | +239.2% | +36.4% | +202.8% | +156.0% |
| 5Y | +830.2% | -67.5% | +897.7% | +1,226.3% |
| All | +3,667.8% | -46.8% | +3,714.6% | +3,912.3% |
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