+12,057.6%
VRTX vs STRL
+10,012.8%
+2,044.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.7% |
| 7D | -2.1% | -26.9% | +24.8% | -1.1% |
| 30D | +8.2% | -52.7% | +60.9% | +11.2% |
| 3M | +13.0% | -52.8% | +65.9% | +16.0% |
| 6M | +27.9% | -71.5% | +99.4% | +33.4% |
| YTD | +20.7% | -17.4% | +38.1% | +19.4% |
| 1Y | +31.4% | -35.0% | +66.4% | +31.2% |
| 3Y | +41.8% | +239.2% | -197.4% | +29.7% |
| 5Y | +183.7% | +830.2% | -646.5% | +146.8% |
| 10Y | +592.9% | +3,574.7% | -2,981.8% | +458.7% |
| All | +12,057.6% | +10,012.8% | +2,044.8% | +8,931.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling