+142.2%
VXUS vs STRL
+3,927.3%
-3,785.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.5% | -19.8% | +20.3% | +2.7% |
| 30D | -2.5% | -43.6% | +41.0% | +4.1% |
| 3M | -4.6% | -45.2% | +40.6% | +1.9% |
| 6M | -2.6% | -65.7% | +63.1% | +9.4% |
| YTD | +10.4% | -5.4% | +15.8% | +5.1% |
| 1Y | +12.9% | -24.7% | +37.6% | +10.6% |
| 3Y | +68.4% | +335.0% | -266.6% | +20.3% |
| 5Y | +47.7% | +915.3% | -867.6% | -11.1% |
| 10Y | +142.2% | +3,877.5% | -3,735.2% | +15.1% |
| All | +142.2% | +3,927.3% | -3,785.0% | +15.1% |
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