+2,119.0%
STRL vs VTEB
+0.8%
+2,118.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.3% |
| 7D | +5.4% | -1.2% | +6.6% | +6.8% |
| 30D | -9.0% | -2.9% | -6.1% | -6.1% |
| 3M | -37.1% | -3.2% | -33.9% | -34.9% |
| 6M | +17.8% | -2.6% | +20.5% | +21.4% |
| YTD | +58.3% | -1.8% | +60.2% | +62.2% |
| 1Y | +61.0% | +0.2% | +60.8% | +62.4% |
| 3Y | +517.8% | +8.2% | +509.6% | +481.0% |
| 5Y | +2,119.0% | +0.8% | +2,118.2% | +1,849.0% |
| All | +2,119.0% | +0.8% | +2,118.3% | +1,849.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling