+75.0%
VT vs STRL
+358.3%
-283.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.6% |
| 7D | -0.7% | +7.1% | -7.8% | -1.6% |
| 30D | -1.7% | -39.4% | +37.6% | +2.8% |
| 3M | -2.3% | -43.0% | +40.7% | +2.6% |
| 6M | +1.5% | -65.0% | +66.5% | +11.2% |
| YTD | +12.0% | -0.8% | +12.8% | +5.6% |
| 1Y | +12.9% | -20.3% | +33.2% | +9.2% |
| All | +75.0% | +358.3% | -283.3% | +30.4% |
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 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