+245.3%
STRL vs VLTO
+54.8%
+190.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | -26.9% | +5.4% | -32.3% | -27.5% |
| 30D | -52.7% | +22.3% | -75.0% | -54.5% |
| 3M | -52.8% | +19.6% | -72.5% | -54.4% |
| 6M | -71.5% | +35.2% | -106.6% | -74.2% |
| YTD | -17.4% | +17.9% | -35.3% | -19.8% |
| 1Y | -35.0% | +19.5% | -54.5% | -37.7% |
| 3Y | +239.2% | +73.9% | +165.3% | +175.3% |
| All | +245.3% | +54.8% | +190.4% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling