+3,667.8%
STRL vs VO
+196.6%
+3,471.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | -26.9% | -2.6% | -24.4% | -24.2% |
| 30D | -52.7% | -0.9% | -51.7% | -51.9% |
| 3M | -52.8% | -3.0% | -49.8% | -50.5% |
| 6M | -71.5% | +2.2% | -73.7% | -71.8% |
| YTD | -17.4% | +10.6% | -28.0% | -25.1% |
| 1Y | -35.0% | +12.5% | -47.5% | -42.0% |
| 3Y | +239.2% | +61.4% | +177.8% | +106.5% |
| 5Y | +830.2% | +33.4% | +796.8% | +607.9% |
| All | +3,667.8% | +196.6% | +3,471.3% | +1,065.4% |
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