+134.7%
VGT vs STRL
+2,093.0%
-1,958.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.8% |
| 7D | +1.8% | +10.1% | -8.3% | -0.2% |
| 30D | -0.3% | -8.2% | +7.9% | +1.2% |
| 3M | +3.4% | -43.7% | +47.1% | +14.6% |
| 6M | +35.0% | +27.1% | +7.9% | +20.3% |
| YTD | +28.8% | +64.0% | -35.2% | +7.0% |
| 1Y | +38.0% | +75.2% | -37.2% | +11.1% |
| 3Y | +125.8% | +539.9% | -414.1% | +24.5% |
| 5Y | +134.7% | +2,133.0% | -1,998.3% | -15.3% |
| All | +134.7% | +2,093.0% | -1,958.3% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling