+560.0%
STRL vs VTEB
+8.6%
+551.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.0% |
| 7D | +5.0% | -0.9% | +6.0% | +6.0% |
| 30D | -6.9% | -2.5% | -4.4% | -4.6% |
| 3M | -39.1% | -3.0% | -36.1% | -37.2% |
| 6M | +21.5% | -2.1% | +23.6% | +24.4% |
| YTD | +66.9% | -1.5% | +68.4% | +70.4% |
| 1Y | +61.6% | +0.2% | +61.5% | +63.8% |
| 3Y | +560.0% | +8.6% | +551.5% | +540.7% |
| All | +560.0% | +8.6% | +551.4% | +540.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling