+740.0%
VTV vs STRL
+7,738.9%
-6,998.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +2.9% | +15.7% | -12.7% | +0.8% |
| 30D | +3.8% | -35.5% | +39.2% | +8.9% |
| 3M | +1.6% | -47.1% | +48.7% | +8.9% |
| 6M | +11.2% | -65.8% | +77.0% | +24.5% |
| YTD | +22.0% | -4.5% | +26.5% | +15.3% |
| 1Y | +24.9% | -10.5% | +35.4% | +18.7% |
| 3Y | +78.5% | +340.6% | -262.1% | +28.1% |
| 5Y | +77.8% | +911.0% | -833.3% | +10.0% |
| 10Y | +231.1% | +3,727.1% | -3,496.0% | +58.3% |
| All | +740.0% | +7,738.9% | -6,998.9% | +302.1% |
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