+1,164.9%
VST vs STRL
+3,697.3%
-2,532.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.2% |
| 7D | +6.6% | +15.7% | -9.1% | +1.9% |
| 30D | -12.4% | -35.5% | +23.1% | -0.7% |
| 3M | -9.0% | -47.1% | +38.1% | +8.7% |
| 6M | -6.4% | -65.8% | +59.3% | +24.1% |
| YTD | -17.2% | -4.5% | -12.7% | -24.3% |
| 1Y | -22.0% | -10.5% | -11.5% | -27.3% |
| 3Y | +296.7% | +340.6% | -43.9% | +145.8% |
| 5Y | +637.6% | +911.0% | -273.4% | +273.4% |
| All | +1,164.9% | +3,697.3% | -2,532.4% | +416.6% |
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