+75.8%
VT vs STRL
+484.5%
-408.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.6% |
| 7D | +0.4% | +3.4% | -2.9% | +0.1% |
| 30D | +1.0% | -9.2% | +10.2% | +1.9% |
| 3M | +2.4% | -51.0% | +53.4% | +9.6% |
| 6M | +12.0% | +15.8% | -3.8% | +6.2% |
| YTD | +15.3% | +58.9% | -43.5% | +4.6% |
| 1Y | +22.6% | +68.5% | -45.9% | +9.2% |
| All | +75.8% | +484.5% | -408.7% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling