+78.8%
VZ vs STRL
+484.5%
-405.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -0.6% |
| 7D | +0.1% | +3.4% | -3.3% | +0.3% |
| 30D | +7.9% | -9.2% | +17.1% | +7.4% |
| 3M | +13.6% | -51.0% | +64.7% | +10.3% |
| 6M | +1.1% | +15.8% | -14.7% | +3.0% |
| YTD | +29.3% | +58.9% | -29.6% | +34.2% |
| 1Y | +21.2% | +68.5% | -47.3% | +27.0% |
| All | +78.8% | +484.5% | -405.7% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling