+113.0%
VWO vs STRL
+7,221.5%
-7,108.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | 0.0% |
| 7D | -1.8% | +5.0% | -6.8% | -2.4% |
| 30D | -0.1% | -6.9% | +6.8% | +0.6% |
| 3M | +2.2% | -39.1% | +41.3% | +7.6% |
| 6M | +8.8% | +21.5% | -12.8% | +2.5% |
| YTD | +12.4% | +66.9% | -54.5% | +1.3% |
| 1Y | +15.6% | +61.6% | -46.1% | +3.8% |
| 3Y | +62.5% | +560.0% | -497.5% | +14.9% |
| 5Y | +34.3% | +2,238.9% | -2,204.6% | -23.7% |
| All | +113.0% | +7,221.5% | -7,108.5% | +1.4% |
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