+297.0%
VTI vs STRL
+6,993.8%
-6,696.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.4% | +8.2% | -8.6% | -1.6% |
| 30D | -1.6% | -6.3% | +4.7% | -0.8% |
| 3M | +3.6% | -41.2% | +44.8% | +10.8% |
| 6M | +13.0% | +20.4% | -7.3% | +4.1% |
| YTD | +12.7% | +61.7% | -49.0% | -2.0% |
| 1Y | +18.4% | +72.7% | -54.3% | +0.5% |
| 3Y | +76.4% | +530.9% | -454.5% | +12.1% |
| 5Y | +73.7% | +2,125.4% | -2,051.7% | -15.7% |
| All | +297.0% | +6,993.8% | -6,696.9% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling