+799.0%
STRL vs VT
+53.2%
+745.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.1% | -9.8% | -6.8% |
| 7D | -34.6% | -4.2% | -30.4% | -29.6% |
| 30D | -56.7% | -5.8% | -50.9% | -51.7% |
| 3M | -54.4% | -5.2% | -49.2% | -49.5% |
| 6M | -69.7% | +0.1% | -69.8% | -68.8% |
| YTD | -20.2% | +8.2% | -28.4% | -25.7% |
| 1Y | -40.6% | +10.1% | -50.7% | -45.5% |
| 3Y | +221.7% | +69.7% | +152.0% | +79.6% |
| 5Y | +799.0% | +53.4% | +745.6% | +486.8% |
| All | +799.0% | +53.2% | +745.8% | +486.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling