+184.1%
VRTX vs STRL
+2,010.6%
-1,826.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.9% | -2.3% |
| 7D | +0.8% | +3.4% | -2.6% | +0.7% |
| 30D | +12.6% | -9.2% | +21.9% | +12.9% |
| 3M | +23.6% | -51.0% | +74.7% | +26.2% |
| 6M | +14.3% | +15.8% | -1.5% | +11.7% |
| YTD | +20.5% | +58.9% | -38.4% | +15.9% |
| 1Y | +37.6% | +68.5% | -30.9% | +31.5% |
| 3Y | +55.5% | +485.2% | -429.7% | +27.8% |
| All | +184.1% | +2,010.6% | -1,826.4% | +84.0% |
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 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