+619.5%
VRT vs STRL
+484.5%
+135.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.8% | -1.4% | +1.3% |
| 7D | +9.1% | +3.4% | +5.7% | +7.2% |
| 30D | +0.9% | -9.2% | +10.2% | +6.0% |
| 3M | -13.4% | -51.0% | +37.7% | +23.6% |
| 6M | +11.7% | +15.8% | -4.1% | -12.4% |
| YTD | +73.2% | +58.9% | +14.4% | +9.5% |
| 1Y | +123.4% | +68.5% | +54.9% | +31.2% |
| All | +619.5% | +484.5% | +135.0% | +118.9% |
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