+160.2%
VXUS vs STRL
+1,763.1%
-1,602.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | -1.8% | -26.9% | +25.2% | +1.7% |
| 30D | -4.6% | -52.7% | +48.1% | +4.3% |
| 3M | -6.1% | -52.8% | +46.8% | +2.3% |
| 6M | -4.9% | -71.5% | +66.6% | +9.3% |
| YTD | +8.1% | -17.4% | +25.5% | +5.3% |
| 1Y | +12.1% | -35.0% | +47.0% | +12.3% |
| 3Y | +63.9% | +239.2% | -175.4% | +24.4% |
| 5Y | +43.1% | +830.2% | -787.0% | -8.2% |
| 10Y | +139.2% | +3,574.7% | -3,435.5% | +18.4% |
| All | +160.2% | +1,763.1% | -1,602.8% | +38.3% |
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