+7,161.0%
STRL vs VT
+224.5%
+6,936.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +0.4% | +2.9% | +2.7% |
| 30D | -9.2% | +1.0% | -10.2% | -10.4% |
| 3M | -51.0% | +2.4% | -53.4% | -52.0% |
| 6M | +15.8% | +12.0% | +3.8% | +2.1% |
| YTD | +58.9% | +15.3% | +43.5% | +35.1% |
| 1Y | +68.5% | +22.6% | +45.9% | +34.1% |
| 3Y | +485.2% | +74.7% | +410.5% | +210.6% |
| 5Y | +2,005.1% | +66.1% | +1,939.0% | +1,093.0% |
| All | +7,161.0% | +224.5% | +6,936.6% | +1,873.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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