+382.9%
VUG vs STRL
+3,736.4%
-3,353.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.4% |
| 7D | -3.4% | -26.9% | +23.5% | +0.8% |
| 30D | -11.1% | -52.7% | +41.6% | -0.9% |
| 3M | -7.2% | -52.8% | +45.6% | +3.0% |
| 6M | -4.1% | -71.5% | +67.3% | +13.4% |
| YTD | +1.4% | -17.4% | +18.8% | -3.2% |
| 1Y | +1.9% | -35.0% | +36.9% | +1.0% |
| 3Y | +77.7% | +239.2% | -161.5% | +24.3% |
| 5Y | +57.6% | +830.2% | -772.6% | -10.6% |
| All | +382.9% | +3,736.4% | -3,353.5% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling