+311.9%
STRL vs VLTO
+55.4%
+256.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | +23.4% | +0.8% | +22.6% | +23.3% |
| 30D | -39.5% | +18.7% | -58.2% | -41.4% |
| 3M | -45.1% | +21.7% | -66.8% | -47.1% |
| 6M | -64.6% | +35.8% | -100.4% | -67.9% |
| YTD | -1.5% | +18.3% | -19.8% | -4.4% |
| 1Y | -20.8% | +20.9% | -41.7% | -24.5% |
| 3Y | +353.1% | +68.8% | +284.3% | +271.2% |
| All | +311.9% | +55.4% | +256.5% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling