+725.0%
VTV vs STRL
+12,942.6%
-12,217.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.0% |
| 7D | +0.5% | +3.4% | -2.9% | 0.0% |
| 30D | +1.1% | -9.2% | +10.3% | +2.2% |
| 3M | +5.9% | -51.0% | +56.9% | +14.9% |
| 6M | +11.6% | +15.8% | -4.1% | +4.9% |
| YTD | +19.8% | +58.9% | -39.0% | +7.2% |
| 1Y | +26.2% | +68.5% | -42.3% | +10.8% |
| 3Y | +68.5% | +485.2% | -416.8% | +17.9% |
| 5Y | +79.9% | +2,005.1% | -1,925.2% | +1.8% |
| 10Y | +229.7% | +7,118.0% | -6,888.3% | +46.3% |
| All | +725.0% | +12,942.6% | -12,217.6% | +274.0% |
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