+239.2%
STRL vs VO
+60.2%
+179.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.8% |
| 7D | -26.9% | -2.6% | -24.4% | -22.4% |
| 30D | -52.7% | -0.9% | -51.7% | -51.5% |
| 3M | -52.8% | -3.0% | -49.8% | -49.0% |
| 6M | -71.5% | +2.2% | -73.7% | -72.2% |
| YTD | -17.4% | +10.6% | -28.0% | -30.2% |
| 1Y | -35.0% | +12.5% | -47.5% | -46.4% |
| 3Y | +239.2% | +61.4% | +177.8% | +72.0% |
| All | +239.2% | +60.2% | +179.0% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling