+158.0%
VEA vs STRL
+1,256.9%
-1,098.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | -19.8% | +19.8% | +2.8% |
| 30D | -1.4% | -43.6% | +42.1% | +6.9% |
| 3M | -4.1% | -45.2% | +41.1% | +4.1% |
| 6M | -1.3% | -65.7% | +64.4% | +13.8% |
| YTD | +12.1% | -5.4% | +17.5% | +5.7% |
| 1Y | +16.1% | -24.7% | +40.7% | +13.1% |
| 3Y | +73.0% | +335.0% | -262.0% | +16.7% |
| 5Y | +55.1% | +915.3% | -860.2% | -13.3% |
| 10Y | +156.9% | +3,877.5% | -3,720.5% | +0.1% |
| All | +158.0% | +1,256.9% | -1,098.9% | +3.7% |
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 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