+173.7%
VEA vs STRL
+2,179.7%
-2,006.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | -0.5% |
| 7D | +1.0% | +3.4% | -2.4% | +0.4% |
| 30D | +1.9% | -9.2% | +11.2% | +3.4% |
| 3M | +3.2% | -51.0% | +54.3% | +14.4% |
| 6M | +10.2% | +15.8% | -5.5% | +2.7% |
| YTD | +18.9% | +58.9% | -40.0% | +4.5% |
| 1Y | +29.3% | +68.5% | -39.2% | +11.1% |
| 3Y | +76.8% | +485.2% | -408.4% | +15.2% |
| 5Y | +61.2% | +2,005.1% | -1,943.9% | -19.3% |
| 10Y | +163.3% | +7,118.0% | -6,954.7% | -6.3% |
| All | +173.7% | +2,179.7% | -2,006.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling