+117.1%
STRZ vs VT
+31.3%
+85.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | +0.6% |
| 7D | +11.9% | -4.2% | +16.0% | +17.5% |
| 30D | +4.9% | -5.8% | +10.7% | +12.5% |
| 3M | -7.4% | -5.2% | -2.1% | -1.1% |
| 6M | +25.0% | +0.1% | +24.8% | +25.1% |
| YTD | +107.9% | +8.2% | +99.6% | +91.4% |
| 1Y | +127.3% | +10.1% | +117.2% | +106.0% |
| All | +117.1% | +31.3% | +85.8% | +91.3% |
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