-56.1%
STRR vs VT
+59.7%
-115.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -1.9% | -1.4% | -0.5% | -1.2% |
| 3M | -12.6% | -1.4% | -11.2% | -12.1% |
| 6M | +0.4% | +5.5% | -5.0% | -2.7% |
| YTD | -14.6% | +12.8% | -27.4% | -20.5% |
| 1Y | -11.8% | +15.4% | -27.3% | -19.0% |
| 3Y | -40.7% | +76.9% | -117.5% | -58.7% |
| All | -56.1% | +59.7% | -115.8% | -63.5% |
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