+79.3%
VEA vs STRL
+531.3%
-452.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.8% |
| 7D | +1.9% | +10.1% | -8.2% | +0.8% |
| 30D | +0.8% | -8.2% | +9.0% | +1.5% |
| 3M | +5.7% | -43.7% | +49.4% | +11.2% |
| 6M | +13.3% | +27.1% | -13.8% | +7.5% |
| YTD | +18.4% | +64.0% | -45.6% | +9.1% |
| 1Y | +27.0% | +75.2% | -48.2% | +15.3% |
| 3Y | +79.3% | +539.9% | -460.6% | +34.7% |
| All | +79.3% | +531.3% | -452.0% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling