+7,285.0%
STRL vs VTR
+99.2%
+7,185.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | +5.0% | -0.3% | +5.4% | +5.1% |
| 30D | -6.9% | +1.1% | -8.0% | -7.3% |
| 3M | -39.1% | +7.9% | -47.0% | -41.1% |
| 6M | +21.5% | +6.2% | +15.3% | +17.2% |
| YTD | +66.9% | +17.7% | +49.2% | +55.7% |
| 1Y | +61.6% | +32.9% | +28.7% | +44.0% |
| 3Y | +560.0% | +129.7% | +430.3% | +374.6% |
| 5Y | +2,238.9% | +89.3% | +2,149.5% | +1,674.1% |
| All | +7,285.0% | +99.2% | +7,185.8% | +4,973.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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