+30,060.0%
STRL vs VTR
+1,498.3%
+28,561.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | +23.4% | +0.7% | +22.7% | +23.3% |
| 30D | -39.5% | +6.9% | -46.4% | -40.8% |
| 3M | -45.1% | +1.3% | -46.4% | -45.5% |
| 6M | -64.6% | +2.5% | -67.0% | -65.3% |
| YTD | -1.5% | +18.0% | -19.5% | -7.2% |
| 1Y | -20.8% | +19.5% | -40.2% | -25.7% |
| 3Y | +353.1% | +130.2% | +222.9% | +252.8% |
| 5Y | +942.9% | +93.8% | +849.0% | +742.2% |
| 10Y | +3,847.6% | +131.5% | +3,716.2% | +2,756.6% |
| All | +30,060.0% | +1,498.3% | +28,561.7% | +17,413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling