+1,216.9%
VST vs STRL
+6,058.1%
-4,841.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +1.9% |
| 7D | +8.9% | +3.4% | +5.5% | +7.9% |
| 30D | +6.2% | -9.2% | +15.4% | +8.8% |
| 3M | -2.7% | -51.0% | +48.3% | +17.1% |
| 6M | -8.4% | +15.8% | -24.1% | -19.0% |
| YTD | -7.2% | +58.9% | -66.1% | -26.2% |
| 1Y | -20.9% | +68.5% | -89.4% | -38.8% |
| 3Y | +384.0% | +485.2% | -101.2% | +172.8% |
| 5Y | +757.1% | +2,005.1% | -1,248.0% | +264.2% |
| All | +1,216.9% | +6,058.1% | -4,841.2% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling