+3,667.9%
STRL vs VO
+197.6%
+3,470.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | +3.1% | +12.6% | +11.4% |
| 30D | -35.5% | +2.2% | -37.7% | -36.9% |
| 3M | -47.1% | -2.5% | -44.6% | -44.7% |
| 6M | -65.8% | +7.0% | -72.7% | -68.1% |
| YTD | -4.5% | +14.0% | -18.5% | -16.5% |
| 1Y | -10.5% | +15.6% | -26.1% | -22.9% |
| 3Y | +340.6% | +66.2% | +274.4% | +159.2% |
| 5Y | +911.0% | +36.6% | +874.4% | +647.6% |
| All | +3,667.9% | +197.6% | +3,470.3% | +1,130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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