+812.9%
VGT vs STRL
+7,055.3%
-6,242.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.5% | +8.2% | -6.7% | -0.1% |
| 30D | +0.5% | -6.3% | +6.8% | +1.6% |
| 3M | +5.3% | -41.2% | +46.5% | +14.9% |
| 6M | +32.4% | +20.4% | +12.1% | +21.4% |
| YTD | +28.6% | +61.7% | -33.1% | +10.3% |
| 1Y | +37.6% | +72.7% | -35.1% | +15.2% |
| 3Y | +125.5% | +530.9% | -405.4% | +39.4% |
| 5Y | +135.2% | +2,125.4% | -1,990.2% | +11.3% |
| 10Y | +812.9% | +7,301.3% | -6,488.5% | +240.1% |
| All | +812.9% | +7,055.3% | -6,242.5% | +240.1% |
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