+3,667.9%
STRL vs VTEB
+23.2%
+3,644.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -2.8% |
| 7D | +15.7% | -1.2% | +16.9% | +17.0% |
| 30D | -35.5% | +2.5% | -37.9% | -37.2% |
| 3M | -47.1% | -1.7% | -45.5% | -46.3% |
| 6M | -65.8% | -1.2% | -64.5% | -65.4% |
| YTD | -4.5% | -0.5% | -4.0% | -4.0% |
| 1Y | -10.5% | -0.1% | -10.4% | -10.3% |
| 3Y | +340.6% | +10.5% | +330.2% | +298.5% |
| 5Y | +911.0% | +2.6% | +908.5% | +883.0% |
| All | +3,667.9% | +23.2% | +3,644.8% | +4,112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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