+43.2%
VRTX vs STRL
+354.9%
-311.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | 0.0% | +23.4% | -23.4% | +0.2% |
| 30D | +11.8% | -39.5% | +51.3% | +11.5% |
| 3M | +3.2% | -45.1% | +48.3% | +2.9% |
| 6M | +21.0% | -64.6% | +85.6% | +21.0% |
| YTD | +19.7% | -1.5% | +21.2% | +18.1% |
| 1Y | +25.0% | -20.8% | +45.8% | +23.4% |
| All | +43.2% | +354.9% | -311.7% | +14.1% |
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