+73.3%
VZ vs STRL
+3,816.9%
-3,743.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.9% | +23.4% | -22.5% | +0.7% |
| 30D | +6.9% | -39.5% | +46.4% | +7.6% |
| 3M | +0.6% | -45.1% | +45.7% | +1.3% |
| 6M | +0.3% | -64.6% | +64.9% | +1.7% |
| YTD | +21.9% | -1.5% | +23.4% | +18.7% |
| 1Y | +21.7% | -20.8% | +42.5% | +19.4% |
| 3Y | +58.5% | +353.1% | -294.6% | +37.6% |
| 5Y | +22.4% | +942.9% | -920.4% | -2.8% |
| All | +73.3% | +3,816.9% | -3,743.5% | +18.3% |
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