-25.9%
STRL vs VTRS
+90.6%
-116.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.6% | -23.0% | -21.9% |
| 7D | -27.1% | +2.4% | -29.5% | -27.6% |
| 30D | -45.8% | +9.1% | -54.9% | -47.2% |
| 3M | -47.6% | +9.4% | -57.0% | -49.2% |
| 6M | -46.4% | +28.3% | -74.8% | -52.6% |
| YTD | -7.4% | +58.0% | -65.4% | -25.3% |
| 1Y | -25.9% | +89.7% | -115.6% | -45.2% |
| All | -25.9% | +90.6% | -116.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling