+340.6%
STRL vs VFC
+50.0%
+290.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.6% |
| 7D | +15.7% | +1.6% | +14.0% | +15.3% |
| 30D | -35.5% | +25.5% | -61.0% | -38.2% |
| 3M | -47.1% | +41.3% | -88.4% | -50.6% |
| 6M | -65.8% | +22.2% | -88.0% | -67.4% |
| YTD | -4.5% | +16.4% | -20.9% | -8.3% |
| 1Y | -10.5% | +38.4% | -48.9% | -16.6% |
| 3Y | +340.6% | +56.2% | +284.4% | +305.3% |
| All | +340.6% | +50.0% | +290.6% | +305.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling