+21.5%
VZ vs STRL
+788.2%
-766.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.9% | +13.8% | -0.6% |
| 7D | +5.6% | -34.6% | +40.2% | +4.1% |
| 30D | +1.9% | -56.7% | +58.5% | -0.9% |
| 3M | +0.8% | -54.4% | +55.2% | -1.7% |
| 6M | +0.6% | -69.7% | +70.3% | -2.6% |
| YTD | +20.8% | -20.2% | +41.0% | +19.5% |
| 1Y | +23.9% | -40.6% | +64.5% | +22.3% |
| 3Y | +55.7% | +221.7% | -166.0% | +51.4% |
| 5Y | +21.5% | +799.0% | -777.4% | +6.1% |
| All | +21.5% | +788.2% | -766.6% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling