+76.5%
VUG vs STRL
+2,010.6%
-1,934.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.4% |
| 7D | -0.1% | +3.4% | -3.5% | -0.7% |
| 30D | -0.3% | -9.2% | +8.9% | +1.0% |
| 3M | -0.7% | -51.0% | +50.4% | +9.9% |
| 6M | +14.6% | +15.8% | -1.1% | +5.3% |
| YTD | +9.0% | +58.9% | -49.8% | -6.8% |
| 1Y | +14.9% | +68.5% | -53.7% | -4.5% |
| 3Y | +86.0% | +485.2% | -399.2% | +10.6% |
| All | +76.5% | +2,010.6% | -1,934.1% | -31.2% |
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