+294.5%
VTI vs STRL
+6,846.4%
-6,551.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -2.0% | +5.4% | -7.4% | -2.8% |
| 30D | -1.9% | -9.0% | +7.0% | -0.8% |
| 3M | +4.5% | -37.1% | +41.6% | +10.7% |
| 6M | +12.6% | +17.8% | -5.2% | +4.1% |
| YTD | +12.0% | +58.3% | -46.3% | -2.3% |
| 1Y | +17.3% | +61.0% | -43.7% | +0.8% |
| 3Y | +75.3% | +517.8% | -442.5% | +11.8% |
| 5Y | +74.0% | +2,119.0% | -2,045.0% | -15.6% |
| All | +294.5% | +6,846.4% | -6,551.9% | +50.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling