+66.6%
VT vs STRL
+2,093.0%
-2,026.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.9% |
| 7D | +1.0% | +10.1% | -9.1% | -0.3% |
| 30D | -0.2% | -8.2% | +8.0% | +0.7% |
| 3M | +4.5% | -43.7% | +48.2% | +11.4% |
| 6M | +14.1% | +27.1% | -13.0% | +5.5% |
| YTD | +14.8% | +64.0% | -49.2% | +1.6% |
| 1Y | +21.2% | +75.2% | -54.0% | +4.9% |
| 3Y | +76.6% | +539.9% | -463.3% | +15.3% |
| 5Y | +66.6% | +2,133.0% | -2,066.4% | -23.6% |
| All | +66.6% | +2,093.0% | -2,026.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling