+905.2%
VRT vs STRL
+2,010.6%
-1,105.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | -13.4% | -51.0% | +37.7% | +24.6% |
| 6M | +11.7% | +15.8% | -4.1% | -12.4% |
| YTD | +73.2% | +58.9% | +14.4% | +10.4% |
| 1Y | +123.4% | +68.5% | +54.9% | +33.2% |
| 3Y | +606.2% | +485.2% | +120.9% | +98.1% |
| All | +905.2% | +2,010.6% | -1,105.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling