+2,022.6%
STRL vs VFC
-79.1%
+2,101.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +5.2% |
| 7D | +3.4% | -1.6% | +5.0% | +3.8% |
| 30D | -9.2% | -11.6% | +2.4% | -6.8% |
| 3M | -51.0% | -18.1% | -32.9% | -49.2% |
| 6M | +15.8% | -27.4% | +43.1% | +23.2% |
| YTD | +58.9% | -24.8% | +83.7% | +67.4% |
| 1Y | +68.5% | -8.2% | +76.7% | +69.0% |
| 3Y | +485.2% | -29.1% | +514.3% | +479.9% |
| All | +2,022.6% | -79.1% | +2,101.6% | +3,475.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling