+149.1%
STRT vs VT
+374.2%
-225.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | -14.7% | +1.0% | -15.7% | -15.2% |
| 3M | -4.9% | +2.4% | -7.2% | -6.2% |
| 6M | -11.0% | +12.0% | -23.0% | -16.3% |
| YTD | -0.4% | +15.3% | -15.7% | -7.7% |
| 1Y | +11.2% | +22.6% | -11.4% | 0.0% |
| 3Y | +225.5% | +74.7% | +150.8% | +147.3% |
| 5Y | +98.5% | +66.1% | +32.3% | +53.3% |
| 10Y | +95.1% | +225.0% | -129.9% | +12.7% |
| All | +149.1% | +374.2% | -225.1% | -11.7% |
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