+361.8%
VRT vs STRL
+233.5%
+128.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +1.6% |
| 7D | -21.4% | -26.9% | +5.6% | -7.2% |
| 30D | -25.8% | -52.7% | +26.9% | +10.1% |
| 3M | -33.5% | -52.8% | +19.3% | -1.6% |
| 6M | -49.0% | -71.5% | +22.4% | -4.7% |
| YTD | +12.9% | -17.4% | +30.4% | +1.2% |
| 1Y | 0.0% | -35.0% | +35.0% | +3.8% |
| 3Y | +361.8% | +239.2% | +122.6% | +114.0% |
| All | +361.8% | +233.5% | +128.3% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling