+3.5%
VRT vs STRL
-26.6%
+30.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -17.7% | -19.8% | +2.1% | -9.7% |
| 30D | -20.0% | -43.6% | +23.6% | +1.2% |
| 3M | -28.1% | -45.2% | +17.1% | -8.1% |
| 6M | -42.8% | -65.7% | +22.9% | -14.0% |
| YTD | +20.0% | -5.4% | +25.4% | +3.3% |
| 1Y | +3.5% | -24.7% | +28.2% | +0.2% |
| All | +3.5% | -26.6% | +30.1% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling