+962.7%
VST vs STRL
+3,490.6%
-2,527.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -21.5% | +7.6% | -7.5% |
| 7D | -15.7% | -27.1% | +11.3% | -7.7% |
| 30D | -17.0% | -45.8% | +28.8% | -1.0% |
| 3M | -15.9% | -47.6% | +31.7% | +0.8% |
| 6M | -25.0% | -46.4% | +21.4% | -16.2% |
| YTD | -25.1% | -7.4% | -17.7% | -30.6% |
| 1Y | -34.9% | -25.9% | -9.0% | -35.7% |
| 3Y | +252.7% | +273.4% | -20.8% | +128.2% |
| 5Y | +582.3% | +944.4% | -362.1% | +249.5% |
| 10Y | +1,076.6% | +4,023.0% | -2,946.4% | +379.7% |
| All | +962.7% | +3,490.6% | -2,527.9% | +327.2% |
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