+181.6%
STRT vs VT
+76.6%
+105.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.6% |
| 30D | -2.7% | -1.4% | -1.3% | -1.0% |
| 3M | -27.5% | -1.4% | -26.1% | -26.3% |
| 6M | -8.8% | +5.5% | -14.3% | -15.3% |
| YTD | -15.8% | +12.8% | -28.6% | -28.0% |
| 1Y | +2.5% | +15.4% | -13.0% | -14.9% |
| All | +181.6% | +76.6% | +105.0% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling