+160.5%
VEA vs STRL
+3,697.3%
-3,536.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | +2.3% | +15.7% | -13.4% | +0.2% |
| 30D | +0.2% | -35.5% | +35.7% | +5.3% |
| 3M | -5.3% | -47.1% | +41.8% | +1.8% |
| 6M | -0.9% | -65.8% | +64.9% | +11.6% |
| YTD | +12.2% | -4.5% | +16.7% | +6.6% |
| 1Y | +16.1% | -10.5% | +26.6% | +10.9% |
| 3Y | +73.0% | +340.6% | -267.6% | +22.1% |
| 5Y | +53.7% | +911.0% | -857.3% | -8.7% |
| All | +160.5% | +3,697.3% | -3,536.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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