+71.6%
VZ vs STRL
+4,073.8%
-4,002.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.6% |
| 7D | +0.9% | +7.1% | -6.2% | +0.8% |
| 30D | +8.9% | -39.4% | +48.3% | +9.6% |
| 3M | +0.1% | -43.0% | +43.1% | +0.7% |
| 6M | +1.9% | -65.0% | +66.9% | +3.3% |
| YTD | +22.0% | -0.8% | +22.8% | +18.9% |
| 1Y | +22.1% | -20.3% | +42.4% | +19.9% |
| 3Y | +58.7% | +356.5% | -297.8% | +37.7% |
| 5Y | +22.3% | +952.8% | -930.5% | -2.9% |
| 10Y | +71.6% | +3,877.1% | -3,805.5% | +17.1% |
| All | +71.6% | +4,073.8% | -4,002.1% | +17.1% |
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