+183.8%
VXUS vs STRL
+3,485.0%
-3,301.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -0.3% |
| 7D | +1.0% | +3.4% | -2.4% | +0.6% |
| 30D | +2.2% | -9.2% | +11.4% | +3.3% |
| 3M | +3.0% | -51.0% | +54.0% | +11.8% |
| 6M | +10.7% | +15.8% | -5.1% | +4.8% |
| YTD | +17.8% | +58.9% | -41.0% | +6.5% |
| 1Y | +27.6% | +68.5% | -40.9% | +13.3% |
| 3Y | +73.3% | +485.2% | -411.9% | +23.8% |
| 5Y | +54.3% | +2,005.1% | -1,950.8% | -10.4% |
| 10Y | +149.8% | +7,118.0% | -6,968.1% | +14.1% |
| All | +183.8% | +3,485.0% | -3,301.2% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling