+11.4%
VT vs STRL
-38.5%
+49.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | 0.0% |
| 7D | -2.3% | -26.9% | +24.6% | -0.4% |
| 30D | -5.0% | -52.7% | +47.7% | +0.3% |
| 3M | -4.9% | -52.8% | +48.0% | +0.2% |
| 6M | -1.5% | -71.5% | +69.9% | +7.1% |
| YTD | +8.5% | -17.4% | +25.9% | +4.5% |
| 1Y | +11.4% | -35.0% | +46.3% | +10.1% |
| All | +11.4% | -38.5% | +49.9% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling