-86.8%
STRO vs VT
+149.6%
-236.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.9% | +0.4% | -2.3% | -2.6% |
| 30D | -20.0% | +1.0% | -21.0% | -21.3% |
| 3M | -30.0% | +2.4% | -32.4% | -32.2% |
| 6M | -5.8% | +12.0% | -17.8% | -21.7% |
| YTD | +73.5% | +15.3% | +58.1% | +37.5% |
| 1Y | +96.8% | +22.6% | +74.2% | +42.2% |
| 3Y | -55.4% | +74.7% | -130.1% | -80.9% |
| 5Y | -90.8% | +66.1% | -156.9% | -95.7% |
| All | -86.8% | +149.6% | -236.4% | -97.2% |
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