-56.6%
STRR vs VT
+53.2%
-109.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +1.0% |
| 7D | -3.2% | -4.2% | +1.0% | -1.0% |
| 30D | -5.1% | -5.8% | +0.7% | -2.1% |
| 3M | -17.5% | -5.2% | -12.3% | -15.3% |
| 6M | +1.6% | +0.1% | +1.5% | +1.2% |
| YTD | -15.6% | +8.2% | -23.8% | -19.7% |
| 1Y | -13.0% | +10.1% | -23.1% | -18.1% |
| 3Y | -41.4% | +69.7% | -111.0% | -58.3% |
| 5Y | -56.6% | +53.4% | -110.0% | -63.2% |
| All | -56.6% | +53.2% | -109.8% | -63.2% |
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 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