+20.8%
STRN vs VT
+19.2%
+1.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.2% |
| 7D | +4.3% | +2.4% | +2.0% | +0.6% |
| 30D | -11.0% | -1.5% | -9.5% | -8.7% |
| 3M | -11.7% | -4.1% | -7.6% | -5.5% |
| 6M | -10.5% | +0.6% | -11.1% | -11.1% |
| YTD | +9.4% | +11.0% | -1.6% | -6.4% |
| 1Y | +15.3% | +13.3% | +1.9% | -4.7% |
| All | +20.8% | +19.2% | +1.6% | -4.4% |
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