+7,282.2%
STRL vs VO
+194.4%
+7,087.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +6.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.8% |
| 30D | -9.2% | -0.3% | -8.9% | -8.6% |
| 3M | -51.0% | +2.9% | -54.0% | -52.5% |
| 6M | +15.8% | +9.3% | +6.4% | +5.5% |
| YTD | +58.9% | +14.2% | +44.7% | +37.3% |
| 1Y | +68.5% | +15.3% | +53.3% | +45.5% |
| 3Y | +485.2% | +56.2% | +429.0% | +266.4% |
| 5Y | +2,005.1% | +42.4% | +1,962.7% | +1,365.8% |
| All | +7,282.2% | +194.4% | +7,087.8% | +2,245.6% |
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