+25.5%
VZ vs STRL
+2,010.6%
-1,985.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -0.7% |
| 7D | +0.1% | +3.4% | -3.3% | +0.2% |
| 30D | +7.9% | -9.2% | +17.1% | +7.6% |
| 3M | +13.6% | -51.0% | +64.7% | +12.0% |
| 6M | +1.1% | +15.8% | -14.7% | +1.5% |
| YTD | +29.3% | +58.9% | -29.6% | +30.6% |
| 1Y | +21.2% | +68.5% | -47.3% | +22.7% |
| 3Y | +75.9% | +485.2% | -409.3% | +74.7% |
| All | +25.5% | +2,010.6% | -1,985.1% | +8.7% |
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