+10.1%
VT vs STRL
-37.6%
+47.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.9% | +9.8% | -3.0% |
| 7D | -4.2% | -34.6% | +30.4% | -1.4% |
| 30D | -5.8% | -56.7% | +50.9% | +0.1% |
| 3M | -5.2% | -54.4% | +49.2% | +0.1% |
| 6M | +0.1% | -69.7% | +69.8% | +8.5% |
| YTD | +8.2% | -20.2% | +28.4% | +4.5% |
| 1Y | +10.1% | -40.6% | +50.7% | +9.9% |
| All | +10.1% | -37.6% | +47.8% | +9.9% |
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