+19,359.6%
STRL vs VFC
+858.5%
+18,501.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +5.0% |
| 7D | +3.4% | -1.6% | +5.0% | +3.9% |
| 30D | -9.2% | -11.6% | +2.4% | -5.9% |
| 3M | -51.0% | -18.1% | -32.9% | -48.6% |
| 6M | +15.8% | -27.4% | +43.1% | +25.9% |
| YTD | +58.9% | -24.8% | +83.7% | +70.2% |
| 1Y | +68.5% | -8.2% | +76.7% | +68.1% |
| 3Y | +485.2% | -29.1% | +514.3% | +450.2% |
| 5Y | +2,005.1% | -79.2% | +2,084.3% | +2,823.6% |
| 10Y | +7,118.0% | -68.1% | +7,186.1% | +8,454.0% |
| All | +19,359.6% | +858.5% | +18,501.1% | +16,613.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling