+227.8%
STRL vs VLTO
+68.7%
+159.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.4% | -13.5% | -13.8% |
| 7D | -34.6% | +12.0% | -46.6% | -35.5% |
| 30D | -56.7% | +20.8% | -77.5% | -57.8% |
| 3M | -54.4% | +20.1% | -74.5% | -55.6% |
| 6M | -69.7% | +32.6% | -102.3% | -72.0% |
| YTD | -20.2% | +17.3% | -37.5% | -21.5% |
| 1Y | -40.6% | +17.3% | -57.9% | -41.7% |
| All | +227.8% | +68.7% | +159.1% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling