+1,917.9%
VRT vs STRL
+2,132.5%
-214.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +15.0% | -5.3% | +3.1% |
| 7D | -10.6% | -13.3% | +2.7% | -5.0% |
| 30D | -17.4% | -43.3% | +25.9% | +5.3% |
| 3M | -26.4% | -46.9% | +20.5% | -3.7% |
| 6M | -41.0% | -65.6% | +24.6% | -9.3% |
| YTD | +23.8% | -5.1% | +28.9% | +15.5% |
| 1Y | +11.6% | -23.1% | +34.7% | +13.7% |
| 3Y | +403.5% | +346.8% | +56.7% | +171.3% |
| 5Y | +647.0% | +907.2% | -260.1% | +208.2% |
| All | +1,917.9% | +2,132.5% | -214.6% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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