+500.1%
VST vs STRL
+788.2%
-288.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.9% | +7.7% | -1.1% |
| 7D | -19.9% | -34.6% | +14.7% | -6.9% |
| 30D | -29.7% | -56.7% | +27.0% | -5.6% |
| 3M | -19.6% | -54.4% | +34.9% | +5.4% |
| 6M | -29.4% | -69.7% | +40.3% | +3.6% |
| YTD | -29.7% | -20.2% | -9.5% | -36.2% |
| 1Y | -40.0% | -40.6% | +0.5% | -38.4% |
| 3Y | +231.0% | +221.7% | +9.3% | +81.7% |
| 5Y | +500.1% | +799.0% | -298.9% | +141.3% |
| All | +500.1% | +788.2% | -288.1% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling