+94.0%
STRT vs VT
+214.8%
-120.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -2.4% |
| 7D | -6.1% | -4.2% | -2.0% | -2.7% |
| 30D | -8.3% | -5.8% | -2.5% | -3.6% |
| 3M | -32.1% | -5.2% | -26.8% | -28.9% |
| 6M | -18.3% | +0.1% | -18.4% | -18.6% |
| YTD | -20.6% | +8.2% | -28.9% | -25.6% |
| 1Y | -9.7% | +10.1% | -19.8% | -16.5% |
| 3Y | +165.6% | +69.7% | +96.0% | +78.9% |
| 5Y | +46.3% | +53.4% | -7.1% | +5.7% |
| All | +94.0% | +214.8% | -120.8% | -29.0% |
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