+60.5%
VZ vs STRL
+7,064.8%
-7,004.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.0% |
| 7D | +0.1% | +3.4% | -3.3% | 0.0% |
| 30D | +7.9% | -9.2% | +17.1% | +8.1% |
| 3M | +13.6% | -51.0% | +64.7% | +15.2% |
| 6M | +1.1% | +15.8% | -14.7% | -0.7% |
| YTD | +29.3% | +58.9% | -29.6% | +25.3% |
| 1Y | +21.2% | +68.5% | -47.3% | +16.8% |
| 3Y | +75.9% | +485.2% | -409.3% | +54.4% |
| 5Y | +24.1% | +2,005.1% | -1,981.0% | -3.8% |
| All | +60.5% | +7,064.8% | -7,004.3% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling