+1,250.4%
VUG vs STRL
+12,942.6%
-11,692.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.3% |
| 7D | -0.1% | +3.4% | -3.5% | -0.6% |
| 30D | -0.3% | -9.2% | +8.9% | +0.8% |
| 3M | -0.7% | -51.0% | +50.4% | +8.3% |
| 6M | +14.6% | +15.8% | -1.1% | +7.9% |
| YTD | +9.0% | +58.9% | -49.8% | -2.4% |
| 1Y | +14.9% | +68.5% | -53.7% | +1.1% |
| 3Y | +86.0% | +485.2% | -399.2% | +32.6% |
| 5Y | +76.7% | +2,005.1% | -1,928.4% | +3.8% |
| 10Y | +411.3% | +7,118.0% | -6,706.7% | +139.1% |
| All | +1,250.4% | +12,942.6% | -11,692.2% | +534.2% |
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 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