+960.3%
VTI vs STRL
+64,765.3%
-63,805.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -1.0% |
| 7D | +0.1% | +3.4% | -3.3% | -0.3% |
| 30D | 0.0% | -9.2% | +9.3% | +1.0% |
| 3M | +2.0% | -51.0% | +53.0% | +9.5% |
| 6M | +13.0% | +15.8% | -2.8% | +7.5% |
| YTD | +13.9% | +58.9% | -44.9% | +4.2% |
| 1Y | +20.0% | +68.5% | -48.5% | +8.2% |
| 3Y | +75.8% | +485.2% | -409.4% | +33.1% |
| 5Y | +73.8% | +2,005.1% | -1,931.3% | +12.2% |
| 10Y | +297.5% | +7,118.0% | -6,820.5% | +115.4% |
| All | +960.3% | +64,765.3% | -63,805.0% | +450.4% |
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