+98.9%
STRT vs VT
+215.5%
-116.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.3% |
| 7D | -1.2% | -2.3% | +1.1% | +0.8% |
| 30D | -4.5% | -5.0% | +0.4% | -0.3% |
| 3M | -28.6% | -4.9% | -23.8% | -25.5% |
| 6M | -18.3% | -1.5% | -16.8% | -17.5% |
| YTD | -18.6% | +8.5% | -27.1% | -23.9% |
| 1Y | -8.6% | +11.4% | -20.0% | -16.3% |
| 3Y | +172.0% | +70.1% | +101.9% | +82.8% |
| 5Y | +50.0% | +53.7% | -3.7% | +8.2% |
| All | +98.9% | +215.5% | -116.6% | -27.3% |
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