+297.0%
STRL vs VLTO
+56.1%
+240.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.8% | +14.1% | +14.8% |
| 7D | -13.3% | +2.0% | -15.4% | -13.6% |
| 30D | -43.3% | +21.8% | -65.1% | -45.4% |
| 3M | -46.9% | +20.2% | -67.1% | -48.7% |
| 6M | -65.6% | +36.3% | -101.9% | -68.8% |
| YTD | -5.1% | +18.8% | -23.9% | -7.9% |
| 1Y | -23.1% | +20.4% | -43.5% | -26.3% |
| 3Y | +346.8% | +71.9% | +274.9% | +264.5% |
| All | +297.0% | +56.1% | +240.9% | +251.7% |
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