+73.9%
STRW vs VT
+79.0%
-5.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -3.5% |
| 7D | -1.2% | -4.2% | +3.0% | +0.4% |
| 30D | -5.1% | -5.8% | +0.7% | -3.1% |
| 3M | -11.7% | -5.2% | -6.4% | -10.0% |
| 6M | -1.6% | +0.1% | -1.7% | -1.8% |
| YTD | -1.5% | +8.2% | -9.7% | -4.5% |
| 1Y | +12.4% | +10.1% | +2.2% | +8.1% |
| 3Y | +105.3% | +69.7% | +35.6% | +80.6% |
| All | +73.9% | +79.0% | -5.0% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling