+19,359.6%
STRL vs VTRS
+553.6%
+18,806.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.8% |
| 7D | +3.4% | +3.3% | +0.1% | +2.6% |
| 30D | -9.2% | -3.6% | -5.6% | -8.5% |
| 3M | -51.0% | +7.0% | -58.0% | -52.1% |
| 6M | +15.8% | +17.5% | -1.7% | +10.8% |
| YTD | +58.9% | +38.8% | +20.1% | +45.9% |
| 1Y | +68.5% | +69.2% | -0.7% | +47.3% |
| 3Y | +485.2% | +77.5% | +407.8% | +392.0% |
| 5Y | +2,005.1% | +39.9% | +1,965.2% | +1,734.8% |
| 10Y | +7,118.0% | -47.1% | +7,165.1% | +7,332.9% |
| All | +19,359.6% | +553.6% | +18,806.0% | +13,712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling