+213.0%
VT vs STRL
+3,456.6%
-3,243.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.9% | +9.8% | -2.1% |
| 7D | -4.2% | -34.6% | +30.4% | +1.1% |
| 30D | -5.8% | -56.7% | +50.9% | +5.2% |
| 3M | -5.2% | -54.4% | +49.2% | +4.6% |
| 6M | +0.1% | -69.7% | +69.8% | +15.4% |
| YTD | +8.2% | -20.2% | +28.4% | +4.3% |
| 1Y | +10.1% | -40.6% | +50.7% | +10.8% |
| 3Y | +69.7% | +221.7% | -152.0% | +21.5% |
| 5Y | +53.4% | +799.0% | -745.6% | -11.5% |
| All | +213.0% | +3,456.6% | -3,243.7% | +42.4% |
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