+564.4%
STRL vs VLTO
+27.2%
+537.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.1% |
| 7D | +3.4% | -2.3% | +5.7% | +4.0% |
| 30D | -9.2% | -0.9% | -8.4% | -9.1% |
| 3M | -51.0% | +13.8% | -64.9% | -54.3% |
| 6M | +15.8% | +2.0% | +13.8% | +13.9% |
| YTD | +58.9% | -3.2% | +62.1% | +60.4% |
| 1Y | +68.5% | -9.2% | +77.7% | +76.5% |
| All | +564.4% | +27.2% | +537.2% | +512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling