+34.2%
STRS vs VT
+224.5%
-190.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -2.0% | +0.4% | -2.5% | -2.5% |
| 30D | -4.9% | +1.0% | -5.8% | -6.0% |
| 3M | -12.0% | +2.4% | -14.4% | -15.1% |
| 6M | -23.2% | +12.0% | -35.2% | -33.9% |
| YTD | -3.0% | +15.3% | -18.4% | -19.5% |
| 1Y | +21.8% | +22.6% | -0.8% | -6.1% |
| 3Y | -15.8% | +74.7% | -90.5% | -56.0% |
| 5Y | -10.7% | +66.1% | -76.9% | -51.1% |
| All | +34.2% | +224.5% | -190.3% | -57.3% |
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