+1,205.2%
VST vs STRL
+4,310.8%
-3,105.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +15.0% | -7.7% | +2.8% |
| 7D | -0.5% | -13.3% | +12.8% | +3.6% |
| 30D | -17.1% | -43.3% | +26.3% | -2.4% |
| 3M | -4.6% | -46.9% | +42.3% | +13.8% |
| 6M | -9.1% | -65.6% | +56.5% | +20.6% |
| YTD | -16.6% | -5.1% | -11.5% | -23.6% |
| 1Y | -29.5% | -23.1% | -6.4% | -31.2% |
| 3Y | +297.5% | +346.8% | -49.3% | +145.6% |
| 5Y | +654.5% | +907.2% | -252.6% | +282.0% |
| 10Y | +1,205.2% | +3,988.2% | -2,782.9% | +419.0% |
| All | +1,205.2% | +4,310.8% | -3,105.5% | +419.0% |
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