+46.1%
VXUS vs STRL
+906.9%
-860.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.3% |
| 7D | +2.1% | +15.7% | -13.5% | +0.4% |
| 30D | -1.1% | -35.5% | +34.3% | +3.2% |
| 3M | -5.6% | -47.1% | +41.5% | +0.5% |
| 6M | -2.3% | -65.8% | +63.5% | +8.3% |
| YTD | +10.4% | -4.5% | +14.9% | +5.4% |
| 1Y | +13.1% | -10.5% | +23.5% | +8.6% |
| 3Y | +68.0% | +340.6% | -272.6% | +20.1% |
| All | +46.1% | +906.9% | -860.7% | -19.9% |
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