+291.1%
VTI vs STRL
+3,816.9%
-3,525.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +3.4% | +23.4% | -20.1% | 0.0% |
| 30D | -2.3% | -39.5% | +37.2% | +4.4% |
| 3M | -2.2% | -45.1% | +42.9% | +5.6% |
| 6M | +3.3% | -64.6% | +67.8% | +17.4% |
| YTD | +12.1% | -1.5% | +13.6% | +3.6% |
| 1Y | +12.2% | -20.8% | +33.0% | +7.2% |
| 3Y | +78.0% | +353.1% | -275.1% | +16.5% |
| 5Y | +65.2% | +942.9% | -877.7% | -11.4% |
| All | +291.1% | +3,816.9% | -3,525.7% | +60.3% |
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