+526.2%
STRL vs VTRS
+83.1%
+443.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +5.4% | -3.3% | +8.7% | +6.0% |
| 30D | -9.0% | +1.4% | -10.4% | -9.2% |
| 3M | -37.1% | +4.6% | -41.7% | -37.9% |
| 6M | +17.8% | +18.1% | -0.2% | +13.0% |
| YTD | +58.3% | +34.7% | +23.7% | +49.7% |
| 1Y | +61.0% | +65.6% | -4.6% | +48.5% |
| All | +526.2% | +83.1% | +443.1% | +389.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling