+373.4%
VST vs STRL
+484.5%
-111.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +1.3% |
| 7D | +8.9% | +3.4% | +5.5% | +7.5% |
| 30D | +6.2% | -9.2% | +15.4% | +9.7% |
| 3M | -2.7% | -51.0% | +48.3% | +24.8% |
| 6M | -8.4% | +15.8% | -24.1% | -26.5% |
| YTD | -7.2% | +58.9% | -66.1% | -38.4% |
| 1Y | -20.9% | +68.5% | -89.4% | -50.9% |
| All | +373.4% | +484.5% | -111.1% | +73.3% |
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 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