-1.4%
STRS vs VT
+223.7%
-225.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -3.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.7% |
| 30D | -5.2% | -2.6% | -2.6% | -2.6% |
| 3M | -12.0% | -3.2% | -8.7% | -9.0% |
| 6M | -29.4% | +0.9% | -30.4% | -31.2% |
| YTD | -12.9% | +11.3% | -24.3% | -25.3% |
| 1Y | +13.1% | +14.0% | -0.9% | -5.8% |
| 3Y | -23.4% | +75.8% | -99.3% | -60.8% |
| 5Y | -30.8% | +57.8% | -88.7% | -60.2% |
| 10Y | -1.4% | +219.8% | -221.2% | -70.3% |
| All | -1.4% | +223.7% | -225.1% | -70.3% |
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