+63.9%
VXUS vs STRL
+233.5%
-169.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.2% |
| 7D | -1.8% | -26.9% | +25.2% | +0.7% |
| 30D | -4.6% | -52.7% | +48.1% | +2.0% |
| 3M | -6.1% | -52.8% | +46.8% | +0.1% |
| 6M | -4.9% | -71.5% | +66.6% | +5.6% |
| YTD | +8.1% | -17.4% | +25.5% | +6.3% |
| 1Y | +12.1% | -35.0% | +47.0% | +12.5% |
| 3Y | +63.9% | +239.2% | -175.4% | +35.8% |
| All | +63.9% | +233.5% | -169.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling