-89.2%
STRR vs VT
+374.2%
-463.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.0% | +0.4% | +2.6% | +2.5% |
| 30D | -7.8% | +1.0% | -8.8% | -8.8% |
| 3M | -8.8% | +2.4% | -11.2% | -11.5% |
| 6M | +6.9% | +12.0% | -5.1% | -5.7% |
| YTD | -5.6% | +15.3% | -20.9% | -19.3% |
| 1Y | +7.5% | +22.6% | -15.1% | -13.8% |
| 3Y | -50.9% | +74.7% | -125.6% | -73.4% |
| 5Y | -36.0% | +66.1% | -102.2% | -64.1% |
| 10Y | -37.2% | +225.0% | -262.2% | -86.2% |
| All | -89.2% | +374.2% | -463.4% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling