+7,285.0%
STRL vs VTRS
-48.4%
+7,333.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.2% |
| 7D | +5.0% | -2.2% | +7.2% | +5.7% |
| 30D | -6.9% | +3.3% | -10.2% | -7.8% |
| 3M | -39.1% | +2.0% | -41.0% | -39.9% |
| 6M | +21.5% | +19.9% | +1.6% | +14.0% |
| YTD | +66.9% | +35.7% | +31.1% | +50.7% |
| 1Y | +61.6% | +68.1% | -6.5% | +36.6% |
| 3Y | +560.0% | +87.1% | +472.9% | +415.5% |
| 5Y | +2,238.9% | +47.6% | +2,191.2% | +1,807.8% |
| All | +7,285.0% | -48.4% | +7,333.3% | +7,463.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling