+65.5%
VZ vs STRL
+3,580.1%
-3,514.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.0% |
| 7D | +2.1% | -26.9% | +29.1% | +2.5% |
| 30D | +1.4% | -52.7% | +54.0% | +2.3% |
| 3M | -1.3% | -52.8% | +51.6% | -0.4% |
| 6M | -0.5% | -71.5% | +70.9% | +1.1% |
| YTD | +19.6% | -17.4% | +37.1% | +16.8% |
| 1Y | +22.4% | -35.0% | +57.3% | +20.5% |
| 3Y | +55.9% | +239.2% | -183.3% | +36.8% |
| 5Y | +20.4% | +830.2% | -809.8% | -4.6% |
| All | +65.5% | +3,580.1% | -3,514.5% | +15.3% |
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