-90.5%
STRO vs VT
+66.2%
-156.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.9% | +0.4% | -2.3% | -2.5% |
| 30D | -20.0% | +1.0% | -21.0% | -21.2% |
| 3M | -30.0% | +2.4% | -32.4% | -31.9% |
| 6M | -5.8% | +12.0% | -17.8% | -20.0% |
| YTD | +73.5% | +15.3% | +58.1% | +41.0% |
| 1Y | +96.8% | +22.6% | +74.2% | +47.2% |
| 3Y | -55.4% | +74.7% | -130.1% | -78.4% |
| All | -90.5% | +66.2% | -156.7% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling