+76.9%
VT vs STRL
+274.2%
-197.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.5% | +23.2% | +3.8% |
| 7D | -0.3% | -27.1% | +26.8% | +2.5% |
| 30D | -1.4% | -45.8% | +44.4% | +4.3% |
| 3M | -1.4% | -47.6% | +46.2% | +4.5% |
| 6M | +5.5% | -46.4% | +51.9% | +8.9% |
| YTD | +12.8% | -7.4% | +20.2% | +7.6% |
| 1Y | +15.4% | -25.9% | +41.3% | +12.8% |
| All | +76.9% | +274.2% | -197.3% | +37.7% |
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