-24.4%
STRL vs VFC
+42.4%
-66.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.4% | +14.4% |
| 7D | -13.3% | +7.7% | -21.0% | -14.7% |
| 30D | -43.3% | +39.2% | -82.5% | -47.9% |
| 3M | -46.9% | +40.3% | -87.1% | -51.5% |
| 6M | -65.6% | +11.4% | -77.0% | -66.6% |
| YTD | -5.1% | +17.5% | -22.6% | -11.0% |
| All | -24.4% | +42.4% | -66.8% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling