+139.0%
VRT vs STRL
+73.8%
+65.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.4% | +2.4% |
| 7D | +13.6% | +10.1% | +3.5% | +9.4% |
| 30D | +6.8% | -8.2% | +15.0% | +10.4% |
| 3M | -3.2% | -43.7% | +40.5% | +19.4% |
| 6M | +20.3% | +27.1% | -6.8% | -2.0% |
| YTD | +79.6% | +64.0% | +15.6% | +26.6% |
| 1Y | +139.0% | +75.2% | +63.8% | +69.8% |
| All | +139.0% | +73.8% | +65.2% | +69.8% |
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