+69.6%
STRW vs VT
+79.4%
-9.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -4.5% | -2.3% | -2.2% | -3.6% |
| 30D | -7.4% | -5.0% | -2.5% | -5.7% |
| 3M | -15.0% | -4.9% | -10.2% | -13.5% |
| 6M | -2.5% | -1.5% | -1.0% | -2.1% |
| YTD | -3.9% | +8.5% | -12.4% | -7.0% |
| 1Y | +10.2% | +11.4% | -1.1% | +5.6% |
| 3Y | +101.6% | +70.1% | +31.5% | +77.2% |
| All | +69.6% | +79.4% | -9.8% | +53.0% |
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 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