+163.6%
VEA vs STRL
+7,055.3%
-6,891.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +0.3% | +8.2% | -7.9% | -0.8% |
| 30D | +0.4% | -6.3% | +6.8% | +1.2% |
| 3M | +4.8% | -41.2% | +46.0% | +11.4% |
| 6M | +11.3% | +20.4% | -9.1% | +4.4% |
| YTD | +17.4% | +61.7% | -44.3% | +5.2% |
| 1Y | +26.2% | +72.7% | -46.5% | +10.9% |
| 3Y | +77.7% | +530.9% | -453.2% | +22.0% |
| 5Y | +60.9% | +2,125.4% | -2,064.5% | -12.5% |
| 10Y | +163.6% | +7,301.3% | -7,137.8% | +15.4% |
| All | +163.6% | +7,055.3% | -6,891.8% | +15.4% |
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