+160.4%
VEA vs STRL
+3,816.9%
-3,656.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +1.8% | +23.4% | -21.6% | -1.1% |
| 30D | -0.9% | -39.5% | +38.6% | +5.0% |
| 3M | -5.0% | -45.1% | +40.0% | +1.6% |
| 6M | 0.0% | -64.6% | +64.6% | +12.2% |
| YTD | +12.2% | -1.5% | +13.7% | +6.1% |
| 1Y | +14.7% | -20.8% | +35.5% | +11.5% |
| 3Y | +73.2% | +353.1% | -279.9% | +21.9% |
| 5Y | +53.7% | +942.9% | -889.2% | -9.0% |
| All | +160.4% | +3,816.9% | -3,656.5% | +20.9% |
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