+1,112.0%
VST vs STRL
+3,580.1%
-2,468.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.5% | +7.1% | +9.5% |
| 7D | -9.8% | -26.9% | +17.1% | -1.1% |
| 30D | -25.1% | -52.7% | +27.5% | -7.0% |
| 3M | -11.6% | -52.8% | +41.3% | +9.3% |
| 6M | -20.9% | -71.5% | +50.6% | +10.7% |
| YTD | -22.3% | -17.4% | -4.9% | -25.6% |
| 1Y | -32.0% | -35.0% | +2.9% | -30.2% |
| 3Y | +262.4% | +239.2% | +23.2% | +140.1% |
| 5Y | +563.4% | +830.2% | -266.8% | +247.9% |
| All | +1,112.0% | +3,580.1% | -2,468.0% | +405.3% |
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 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