+33.4%
VWO vs STRL
+2,049.2%
-2,015.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -1.7% | +5.4% | -7.1% | -2.3% |
| 30D | -0.3% | -9.0% | +8.7% | +0.6% |
| 3M | +4.0% | -37.1% | +41.0% | +8.3% |
| 6M | +8.1% | +17.8% | -9.7% | +3.0% |
| YTD | +11.6% | +58.3% | -46.7% | +2.6% |
| 1Y | +16.2% | +61.0% | -44.8% | +5.8% |
| 3Y | +63.3% | +517.8% | -454.5% | +20.2% |
| 5Y | +33.4% | +2,119.0% | -2,085.7% | -26.2% |
| All | +33.4% | +2,049.2% | -2,015.9% | -26.2% |
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