+943.1%
VTI vs STRL
+40,113.3%
-39,170.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +3.4% | +23.4% | -20.1% | +0.8% |
| 30D | -2.3% | -39.5% | +37.2% | +2.7% |
| 3M | -2.2% | -45.1% | +42.9% | +3.6% |
| 6M | +3.3% | -64.6% | +67.8% | +13.6% |
| YTD | +12.1% | -1.5% | +13.6% | +7.2% |
| 1Y | +12.2% | -20.8% | +33.0% | +9.7% |
| 3Y | +78.0% | +353.1% | -275.1% | +37.8% |
| 5Y | +65.2% | +942.9% | -877.7% | +14.5% |
| 10Y | +292.2% | +3,847.6% | -3,555.5% | +125.5% |
| All | +943.1% | +40,113.3% | -39,170.2% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling