+223.0%
VT vs STRL
+7,064.8%
-6,841.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.8% |
| 7D | +0.4% | +3.4% | -2.9% | -0.1% |
| 30D | +1.0% | -9.2% | +10.2% | +2.2% |
| 3M | +2.4% | -51.0% | +53.4% | +12.0% |
| 6M | +12.0% | +15.8% | -3.8% | +4.7% |
| YTD | +15.3% | +58.9% | -43.5% | +2.0% |
| 1Y | +22.6% | +68.5% | -45.9% | +6.2% |
| 3Y | +74.7% | +485.2% | -410.5% | +16.8% |
| 5Y | +66.1% | +2,005.1% | -1,939.0% | -13.8% |
| All | +223.0% | +7,064.8% | -6,841.8% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling