+290.3%
VST vs STRL
+340.9%
-50.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -6.0% | -19.8% | +13.8% | +2.2% |
| 30D | -18.8% | -43.6% | +24.8% | +1.2% |
| 3M | -8.0% | -45.2% | +37.2% | +15.0% |
| 6M | -10.9% | -65.7% | +54.8% | +30.0% |
| YTD | -18.3% | -5.4% | -12.9% | -35.7% |
| 1Y | -29.9% | -24.7% | -5.2% | -37.7% |
| 3Y | +290.3% | +335.0% | -44.7% | +55.5% |
| All | +290.3% | +340.9% | -50.6% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling