+184.6%
VRTX vs STRL
+779.4%
-594.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.8% |
| 7D | -2.1% | -26.9% | +24.8% | -1.8% |
| 30D | +8.2% | -52.7% | +60.9% | +9.4% |
| 3M | +13.0% | -52.8% | +65.9% | +14.2% |
| 6M | +27.9% | -71.5% | +99.4% | +30.8% |
| YTD | +20.7% | -17.4% | +38.1% | +17.6% |
| 1Y | +31.4% | -35.0% | +66.4% | +29.2% |
| 3Y | +41.8% | +239.2% | -197.4% | +18.0% |
| All | +184.6% | +779.4% | -594.8% | +95.8% |
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