+35.0%
STRL vs VG
-51.4%
+86.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -26.9% | -22.0% | -4.9% | -25.3% |
| 30D | -52.7% | -11.6% | -41.0% | -52.1% |
| 3M | -52.8% | -14.9% | -38.0% | -52.2% |
| 6M | -71.5% | -3.5% | -67.9% | -71.5% |
| YTD | -17.4% | +70.0% | -87.4% | -30.9% |
| 1Y | -35.0% | +50.0% | -84.9% | -44.2% |
| All | +35.0% | -51.4% | +86.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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