+78.6%
VTV vs STRL
+975.2%
-896.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.6% |
| 7D | -0.4% | +7.1% | -7.5% | -1.1% |
| 30D | +3.9% | -39.4% | +43.3% | +7.7% |
| 3M | +2.6% | -43.0% | +45.5% | +6.6% |
| 6M | +11.5% | -65.0% | +76.5% | +20.2% |
| YTD | +22.3% | -0.8% | +23.0% | +15.3% |
| 1Y | +24.5% | -20.3% | +44.8% | +20.1% |
| 3Y | +78.8% | +356.5% | -277.7% | +28.1% |
| 5Y | +78.6% | +952.8% | -874.2% | -0.3% |
| All | +78.6% | +975.2% | -896.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling