+29.6%
STRS vs VT
+345.0%
-315.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +4.3% |
| 7D | -2.1% | -4.2% | +2.1% | +2.2% |
| 30D | -8.1% | -5.8% | -2.3% | -2.3% |
| 3M | -14.6% | -5.2% | -9.4% | -10.0% |
| 6M | -29.1% | +0.1% | -29.2% | -30.0% |
| YTD | -12.9% | +8.2% | -21.2% | -21.4% |
| 1Y | +9.1% | +10.1% | -1.1% | -3.4% |
| 3Y | -22.0% | +69.7% | -91.7% | -54.9% |
| 5Y | -30.2% | +53.4% | -83.6% | -55.9% |
| 10Y | +4.1% | +219.2% | -215.1% | -67.2% |
| All | +29.6% | +345.0% | -315.4% | -75.2% |
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 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